+9.7%
MOS vs RY
+11,573.6%
-11,564.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.9% |
| 7D | +9.5% | +3.1% | +6.4% | +7.1% |
| 30D | +10.4% | -0.3% | +10.7% | +10.4% |
| 3M | +12.9% | +8.7% | +4.2% | +6.0% |
| 6M | +1.2% | +28.5% | -27.3% | -16.0% |
| YTD | +9.3% | +25.1% | -15.8% | -7.7% |
| 1Y | -18.0% | +46.3% | -64.3% | -38.2% |
| 3Y | -29.0% | +154.9% | -184.0% | -64.5% |
| 5Y | -9.6% | +140.3% | -149.9% | -52.1% |
| 10Y | +6.1% | +377.0% | -371.0% | -62.1% |
| All | +9.7% | +11,573.6% | -11,564.0% | -86.2% |
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