+47.9%
MS vs RY
+46.1%
+1.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.9% |
| 7D | +1.4% | +3.1% | -1.7% | -1.5% |
| 30D | -0.3% | -0.3% | +0.1% | 0.0% |
| 3M | +0.3% | +8.7% | -8.4% | -7.6% |
| 6M | +31.3% | +28.5% | +2.8% | +2.8% |
| YTD | +24.7% | +25.1% | -0.5% | -0.1% |
| 1Y | +47.9% | +46.3% | +1.6% | +2.4% |
| All | +47.9% | +46.1% | +1.8% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling