+269.1%
RCL vs MTSI
+153.8%
+115.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -18.4% | +15.2% | +1.5% |
| 7D | +3.9% | -24.6% | +28.5% | +10.9% |
| 30D | +11.8% | -45.7% | +57.5% | +29.4% |
| 3M | -0.8% | -27.7% | +26.9% | +4.5% |
| 6M | +23.6% | -37.3% | +60.9% | +33.1% |
| YTD | +17.6% | +11.1% | +6.5% | +1.8% |
| 1Y | +28.3% | +27.2% | +1.1% | +4.2% |
| All | +269.1% | +153.8% | +115.3% | +107.5% |
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