+140.2%
MAS vs RY
+373.9%
-233.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.3% |
| 7D | -0.8% | +3.1% | -3.9% | -3.0% |
| 30D | -5.6% | -0.3% | -5.2% | -5.5% |
| 3M | +4.4% | +8.7% | -4.2% | -1.7% |
| 6M | +7.2% | +28.5% | -21.3% | -10.6% |
| YTD | +16.1% | +25.1% | -9.0% | -1.5% |
| 1Y | +0.1% | +46.3% | -46.2% | -24.3% |
| 3Y | +28.3% | +154.9% | -126.6% | -36.1% |
| 5Y | +30.5% | +140.3% | -109.8% | -32.7% |
| All | +140.2% | +373.9% | -233.8% | -26.9% |
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