-7.5%
MOS vs RY
+11,602.4%
-11,609.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +3.0% | +14.3% | +15.2% |
| 7D | +17.9% | +2.5% | +15.5% | +16.2% |
| 30D | +1.6% | +8.4% | -6.9% | -3.9% |
| 3M | -4.0% | +1.2% | -5.2% | -4.9% |
| 6M | -4.1% | +19.4% | -23.5% | -15.8% |
| YTD | -7.8% | +25.4% | -33.2% | -22.2% |
| 1Y | -15.6% | +46.7% | -62.3% | -36.4% |
| 3Y | -28.9% | +168.6% | -197.5% | -65.7% |
| 5Y | -36.8% | +132.3% | -169.1% | -65.7% |
| 10Y | +6.7% | +385.7% | -379.0% | -62.2% |
| All | -7.5% | +11,602.4% | -11,609.9% | -88.4% |
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