+261.1%
RCL vs MTSI
+183.3%
+77.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.8% | -9.5% | -2.6% |
| 7D | +6.5% | -10.0% | +16.5% | +9.4% |
| 30D | +15.9% | -37.2% | +53.1% | +35.1% |
| 3M | +2.7% | -30.1% | +32.7% | +12.9% |
| 6M | +15.2% | -31.9% | +47.1% | +23.0% |
| YTD | +19.2% | +23.2% | -3.9% | -7.0% |
| 1Y | +31.6% | +26.4% | +5.2% | +0.4% |
| 3Y | +274.2% | +186.2% | +88.0% | +56.7% |
| All | +261.1% | +183.3% | +77.8% | +25.4% |
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