-32.2%
MOS vs RY
+124.6%
-156.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.2% | +5.6% |
| 7D | +22.5% | -1.1% | +23.6% | +23.7% |
| 30D | +6.6% | +4.4% | +2.2% | +3.1% |
| 3M | -3.8% | -2.9% | -0.9% | -1.8% |
| 6M | -2.2% | +15.6% | -17.8% | -14.0% |
| YTD | -4.8% | +21.8% | -26.6% | -20.4% |
| 1Y | -11.7% | +42.6% | -54.3% | -36.0% |
| 3Y | -26.5% | +160.9% | -187.4% | -71.6% |
| 5Y | -32.2% | +126.1% | -158.3% | -70.0% |
| All | -32.2% | +124.6% | -156.8% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling