+894.4%
MSFT vs RY
+355.6%
+538.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.6% |
| 7D | -6.2% | -3.0% | -3.3% | -4.5% |
| 30D | -3.7% | +6.3% | -10.0% | -7.1% |
| 3M | +3.6% | -2.6% | +6.2% | +5.1% |
| 6M | +26.8% | +13.9% | +12.9% | +16.7% |
| YTD | +8.4% | +21.7% | -13.2% | -4.4% |
| 1Y | +3.3% | +40.4% | -37.2% | -16.8% |
| 3Y | +44.3% | +161.3% | -117.1% | -23.0% |
| 5Y | +63.3% | +126.5% | -63.1% | -5.0% |
| 10Y | +894.4% | +354.3% | +540.0% | +296.8% |
| All | +894.4% | +355.6% | +538.7% | +296.8% |
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