+607.1%
MS vs RY
+360.6%
+246.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | +0.8% |
| 7D | -1.6% | -0.9% | -0.7% | -0.5% |
| 30D | -3.8% | +5.9% | -9.6% | -9.3% |
| 3M | -14.6% | -4.3% | -10.3% | -10.5% |
| 6M | -5.1% | +12.1% | -17.2% | -16.1% |
| YTD | +4.5% | +20.3% | -15.7% | -14.3% |
| 1Y | +13.5% | +41.0% | -27.5% | -21.7% |
| 3Y | +160.4% | +157.5% | +2.9% | -8.3% |
| 5Y | +112.9% | +123.2% | -10.3% | -12.9% |
| All | +607.1% | +360.6% | +246.5% | +57.8% |
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