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  • MS vs RY✓SelectedUSD · RYMS vs RY performance historyLatest closeAs of+0.26%09/04
Stock and ETF performance explorer

MS vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+808.5%
RY return
+373.9%
Excess return
+434.6%
Maximum drawdown
-51.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D+0.3%-0.7%+1.0%+1.0%
7D+1.4%+3.1%-1.7%-1.9%
30D-0.3%-0.3%+0.1%0.0%
3M+0.3%+8.7%-8.4%-8.4%
6M+31.3%+28.5%+2.8%+0.2%
YTD+24.7%+25.1%-0.5%-2.1%
1Y+47.9%+46.3%+1.6%-2.0%
3Y+178.3%+154.9%+23.4%-0.8%
5Y+144.9%+140.3%+4.6%-7.9%
All+808.5%+373.9%+434.6%+73.0%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling