+42.7%
MKSI vs RY
+46.4%
-3.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.0% | -8.0% | -8.8% |
| 7D | -10.7% | +2.5% | -13.1% | -13.5% |
| 30D | -30.5% | +8.4% | -38.9% | -37.7% |
| 3M | -39.2% | +1.2% | -40.4% | -40.0% |
| 6M | -33.0% | +19.4% | -52.4% | -47.0% |
| YTD | +22.3% | +25.4% | -3.1% | -12.0% |
| 1Y | +42.7% | +46.7% | -4.0% | -10.1% |
| All | +42.7% | +46.4% | -3.7% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling