+32.0%
RCL vs MTSI
+59.5%
-27.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.4% | +6.5% |
| 7D | +11.7% | -10.7% | +22.3% | +13.2% |
| 30D | +21.1% | -29.0% | +50.1% | +26.2% |
| 3M | +2.9% | -14.7% | +17.6% | +4.2% |
| 6M | +29.8% | -20.1% | +49.9% | +32.9% |
| YTD | +21.4% | +36.1% | -14.7% | +20.0% |
| 1Y | +32.0% | +61.7% | -29.7% | +28.6% |
| All | +32.0% | +59.5% | -27.5% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling