+245.3%
RCL vs MTSI
+153.3%
+92.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -18.4% | +15.2% | +3.7% |
| 7D | +3.9% | -24.6% | +28.5% | +14.2% |
| 30D | +11.8% | -45.7% | +57.5% | +38.0% |
| 3M | -0.8% | -27.7% | +26.9% | +6.6% |
| 6M | +23.6% | -37.3% | +60.9% | +36.2% |
| YTD | +17.6% | +11.1% | +6.5% | -4.5% |
| 1Y | +28.3% | +27.2% | +1.1% | -4.3% |
| 3Y | +261.4% | +153.7% | +107.8% | +59.7% |
| 5Y | +245.3% | +159.0% | +86.4% | +24.1% |
| All | +245.3% | +153.3% | +92.0% | +24.1% |
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