+380.4%
RCL vs MTSI
+448.7%
-68.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.8% | -9.5% | -2.0% |
| 7D | +6.5% | -10.0% | +16.5% | +8.9% |
| 30D | +15.9% | -37.2% | +53.1% | +31.3% |
| 3M | +2.7% | -30.1% | +32.7% | +11.2% |
| 6M | +15.2% | -31.9% | +47.1% | +22.3% |
| YTD | +19.2% | +23.2% | -3.9% | +2.2% |
| 1Y | +31.6% | +26.4% | +5.2% | +11.3% |
| 3Y | +274.2% | +186.2% | +88.0% | +130.3% |
| 5Y | +250.1% | +187.0% | +63.0% | +111.7% |
| All | +380.4% | +448.7% | -68.3% | +103.3% |
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