+375.0%
RCL vs MTSI
+454.4%
-79.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | +8.5% | -3.8% | +12.3% | +8.9% |
| 30D | +20.4% | -31.4% | +51.8% | +32.7% |
| 3M | +11.0% | -23.8% | +34.7% | +16.9% |
| 6M | +24.9% | -37.1% | +61.9% | +36.8% |
| YTD | +23.9% | +32.2% | -8.4% | +3.7% |
| 1Y | +30.8% | +26.9% | +3.9% | +10.6% |
| 3Y | +270.4% | +193.7% | +76.6% | +126.2% |
| 5Y | +296.1% | +218.0% | +78.1% | +132.1% |
| 10Y | +375.0% | +477.8% | -102.7% | +96.3% |
| All | +375.0% | +454.4% | -79.4% | +96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling