+800.7%
MSCI vs RY
+354.4%
+446.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.8% | +2.0% |
| 7D | +2.7% | -0.6% | +3.3% | +3.2% |
| 30D | +16.2% | +6.1% | +10.1% | +11.6% |
| 3M | +17.1% | -3.4% | +20.4% | +19.7% |
| 6M | +13.0% | +12.8% | +0.2% | +3.0% |
| YTD | +15.8% | +21.0% | -5.2% | -0.6% |
| 1Y | +15.5% | +40.5% | -25.0% | -11.4% |
| 3Y | +32.3% | +159.9% | -127.6% | -37.9% |
| 5Y | +8.2% | +125.0% | -116.8% | -43.0% |
| 10Y | +800.7% | +350.6% | +450.1% | +183.8% |
| All | +800.7% | +354.4% | +446.3% | +183.8% |
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