+17.0%
MA vs RY
+39.8%
-22.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | +7.9% | +4.7% | +3.2% | +7.0% |
| 3M | +16.8% | -4.5% | +21.2% | +17.8% |
| 6M | +31.0% | +12.5% | +18.4% | +26.6% |
| YTD | +15.0% | +21.1% | -6.1% | +7.2% |
| 1Y | +17.0% | +38.6% | -21.6% | +2.0% |
| All | +17.0% | +39.8% | -22.7% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling