+93.7%
MA vs RY
+124.6%
-30.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -0.8% |
| 7D | +3.2% | -1.1% | +4.3% | +3.9% |
| 30D | +15.9% | +4.4% | +11.5% | +13.0% |
| 3M | +15.2% | -2.9% | +18.1% | +17.0% |
| 6M | +32.4% | +15.6% | +16.8% | +20.4% |
| YTD | +15.6% | +21.8% | -6.2% | +1.3% |
| 1Y | +19.3% | +42.6% | -23.3% | -5.8% |
| 3Y | +73.0% | +160.9% | -87.9% | -12.0% |
| 5Y | +93.7% | +126.1% | -32.3% | +10.4% |
| All | +93.7% | +124.6% | -30.9% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling