+849.3%
MSCI vs RY
+353.8%
+495.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.3% |
| 7D | -1.9% | -3.0% | +1.1% | +0.2% |
| 30D | +16.5% | +6.3% | +10.2% | +11.7% |
| 3M | +18.2% | -2.6% | +20.8% | +20.1% |
| 6M | +14.0% | +13.9% | 0.0% | +3.0% |
| YTD | +16.6% | +21.7% | -5.1% | -0.3% |
| 1Y | +14.8% | +40.4% | -25.6% | -12.0% |
| 3Y | +33.3% | +161.3% | -128.1% | -37.8% |
| 5Y | +9.1% | +126.5% | -117.4% | -42.9% |
| All | +849.3% | +353.8% | +495.5% | +197.7% |
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