+92.3%
MA vs RY
+122.0%
-29.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.3% |
| 7D | +2.3% | -0.9% | +3.2% | +2.9% |
| 30D | +14.7% | +5.9% | +8.8% | +10.9% |
| 3M | +13.5% | -4.3% | +17.8% | +16.3% |
| 6M | +33.1% | +12.1% | +21.0% | +23.3% |
| YTD | +15.1% | +20.3% | -5.2% | +1.6% |
| 1Y | +18.7% | +41.0% | -22.3% | -5.7% |
| 3Y | +72.1% | +157.5% | -85.5% | -11.8% |
| All | +92.3% | +122.0% | -29.7% | +9.4% |
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