+920.4%
MSFT vs RY
+367.8%
+552.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +1.9% |
| 7D | +7.5% | -0.2% | +7.7% | +7.7% |
| 30D | +1.9% | +7.1% | -5.2% | -2.1% |
| 3M | +9.2% | -2.7% | +11.9% | +10.9% |
| 6M | +31.9% | +13.8% | +18.1% | +21.6% |
| YTD | +13.4% | +22.1% | -8.6% | -0.2% |
| 1Y | +10.6% | +43.1% | -32.4% | -11.8% |
| 3Y | +54.7% | +163.6% | -108.9% | -17.8% |
| 5Y | +69.1% | +126.2% | -57.1% | -1.4% |
| 10Y | +920.4% | +358.7% | +561.7% | +312.1% |
| All | +920.4% | +367.8% | +552.6% | +312.1% |
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