+2,887.4%
MS vs RY
+11,266.1%
-8,378.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.1% | -2.9% |
| 7D | -3.4% | -1.1% | -2.3% | -2.1% |
| 30D | -3.9% | +4.4% | -8.3% | -8.2% |
| 3M | -15.9% | -2.9% | -13.0% | -13.2% |
| 6M | -2.5% | +15.6% | -18.0% | -16.5% |
| YTD | +5.1% | +21.8% | -16.7% | -15.0% |
| 1Y | +13.0% | +42.6% | -29.6% | -22.9% |
| 3Y | +160.7% | +160.9% | -0.2% | -8.0% |
| 5Y | +114.0% | +126.1% | -12.0% | -12.6% |
| 10Y | +637.5% | +371.7% | +265.7% | +40.3% |
| All | +2,887.4% | +11,266.1% | -8,378.7% | -28.0% |
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 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