+175.6%
RCL vs MTSI
+224.7%
-49.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -1.1% |
| 7D | -5.1% | +1.4% | -6.5% | -5.5% |
| 30D | -19.0% | +2.1% | -21.1% | -20.4% |
| 3M | -9.6% | -29.7% | +20.2% | -0.8% |
| 6M | -6.7% | +12.5% | -19.2% | -14.4% |
| YTD | -3.9% | +57.0% | -60.9% | -22.8% |
| 1Y | -25.1% | +103.9% | -129.0% | -46.9% |
| All | +175.6% | +224.7% | -49.1% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling