+191.2%
MKSI vs RY
+154.7%
+36.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.8% |
| 7D | +4.9% | -2.9% | +7.8% | +8.6% |
| 30D | -11.0% | -2.0% | -8.9% | -8.6% |
| 3M | -17.1% | +4.9% | -21.9% | -21.3% |
| 6M | +16.4% | +26.1% | -9.7% | -11.0% |
| YTD | +64.3% | +22.4% | +41.9% | +30.0% |
| 1Y | +137.7% | +44.7% | +93.0% | +55.8% |
| All | +191.2% | +154.7% | +36.5% | +6.4% |
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 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