+1,773.7%
MKSI vs RY
+4,981.2%
-3,207.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.5% | -2.5% |
| 7D | +12.2% | +0.6% | +11.6% | +11.8% |
| 30D | -8.0% | +5.0% | -13.1% | -11.2% |
| 3M | -29.5% | -5.3% | -24.2% | -26.8% |
| 6M | -31.9% | +13.8% | -45.8% | -37.5% |
| YTD | +35.3% | +21.0% | +14.4% | +19.5% |
| 1Y | +50.3% | +40.5% | +9.8% | +19.8% |
| 3Y | +216.4% | +159.7% | +56.7% | +68.5% |
| 5Y | +34.4% | +124.3% | -89.9% | -20.0% |
| 10Y | +348.6% | +351.6% | -3.0% | +76.6% |
| All | +1,773.7% | +4,981.2% | -3,207.5% | +154.3% |
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