+971.9%
RCL vs MTSI
+1,308.1%
-336.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.3% |
| 3M | -9.6% | -29.7% | +20.2% | -1.9% |
| 6M | -6.7% | +12.5% | -19.2% | -13.1% |
| YTD | -3.9% | +57.0% | -60.9% | -19.9% |
| 1Y | -25.1% | +103.9% | -129.0% | -43.1% |
| 3Y | +179.1% | +223.6% | -44.5% | +80.0% |
| 5Y | +243.3% | +321.6% | -78.2% | +104.1% |
| 10Y | +325.8% | +517.7% | -191.9% | +97.5% |
| All | +971.9% | +1,308.1% | -336.2% | +314.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling