+67.5%
MAS vs RY
+166.5%
-99.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.0% | +2.6% | +3.6% |
| 7D | +14.2% | +2.5% | +11.7% | +12.4% |
| 30D | +26.8% | +8.4% | +18.4% | +20.3% |
| 3M | +13.1% | +1.2% | +11.9% | +12.0% |
| 6M | +27.9% | +19.4% | +8.6% | +14.0% |
| YTD | +38.7% | +25.4% | +13.2% | +19.4% |
| 1Y | +40.4% | +46.7% | -6.3% | +9.2% |
| All | +67.5% | +166.5% | -99.1% | -13.6% |
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