+553.1%
MA vs RY
+360.6%
+192.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.5% |
| 7D | +2.3% | -0.9% | +3.2% | +3.0% |
| 30D | +14.7% | +5.9% | +8.8% | +9.9% |
| 3M | +13.5% | -4.3% | +17.8% | +17.0% |
| 6M | +33.1% | +12.1% | +21.0% | +21.0% |
| YTD | +15.1% | +20.3% | -5.2% | -1.5% |
| 1Y | +18.7% | +41.0% | -22.3% | -10.5% |
| 3Y | +72.1% | +157.5% | -85.5% | -22.2% |
| 5Y | +92.8% | +123.2% | -30.4% | -2.3% |
| All | +553.1% | +360.6% | +192.5% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling