+72.1%
MA vs RY
+155.6%
-83.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | +2.3% | -0.9% | +3.2% | +2.7% |
| 30D | +14.7% | +5.9% | +8.8% | +12.2% |
| 3M | +13.5% | -4.3% | +17.8% | +15.4% |
| 6M | +33.1% | +12.1% | +21.0% | +26.1% |
| YTD | +15.1% | +20.3% | -5.2% | +5.2% |
| 1Y | +18.7% | +41.0% | -22.3% | +0.5% |
| 3Y | +72.1% | +157.5% | -85.5% | +19.4% |
| All | +72.1% | +155.6% | -83.5% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling