+2,206.8%
MKSI vs RY
+5,116.4%
-2,909.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.7% | +2.5% |
| 7D | +7.7% | +2.7% | +5.0% | +5.7% |
| 30D | -12.9% | -1.0% | -11.9% | -12.2% |
| 3M | -14.8% | +7.6% | -22.5% | -18.8% |
| 6M | +26.6% | +29.5% | -2.8% | +6.7% |
| YTD | +66.6% | +24.2% | +42.4% | +44.6% |
| 1Y | +144.6% | +46.4% | +98.2% | +90.0% |
| 3Y | +193.1% | +159.4% | +33.7% | +55.9% |
| 5Y | +88.6% | +141.8% | -53.3% | +6.7% |
| 10Y | +490.9% | +373.9% | +117.0% | +125.8% |
| All | +2,206.8% | +5,116.4% | -2,909.6% | +207.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling