+234.8%
RCL vs MTSI
+320.9%
-86.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -1.5% |
| 7D | -5.1% | +1.4% | -6.5% | -5.6% |
| 30D | -19.0% | +2.1% | -21.1% | -21.0% |
| 3M | -9.6% | -29.7% | +20.2% | +1.9% |
| 6M | -6.7% | +12.5% | -19.2% | -17.4% |
| YTD | -3.9% | +57.0% | -60.9% | -29.0% |
| 1Y | -25.1% | +103.9% | -129.0% | -53.0% |
| 3Y | +179.1% | +223.6% | -44.5% | +21.3% |
| All | +234.8% | +320.9% | -86.1% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling