-9.6%
MOS vs RY
+140.8%
-150.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +2.0% |
| 7D | +9.5% | +3.1% | +6.4% | +6.8% |
| 30D | +10.4% | -0.3% | +10.7% | +10.4% |
| 3M | +12.9% | +8.7% | +4.2% | +4.7% |
| 6M | +1.2% | +28.5% | -27.3% | -19.0% |
| YTD | +9.3% | +25.1% | -15.8% | -10.8% |
| 1Y | -18.0% | +46.3% | -64.3% | -42.0% |
| 3Y | -29.0% | +154.9% | -184.0% | -72.0% |
| All | -9.6% | +140.8% | -150.3% | -63.3% |
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 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