+53.3%
MSFT vs RY
+154.9%
-101.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -2.7% | +3.1% | -5.8% | -3.7% |
| 30D | +2.7% | -0.3% | +3.0% | +2.8% |
| 3M | +17.0% | +8.7% | +8.3% | +13.6% |
| 6M | +23.8% | +28.5% | -4.7% | +12.9% |
| YTD | +4.0% | +25.1% | -21.1% | -4.3% |
| 1Y | -0.8% | +46.3% | -47.1% | -13.9% |
| All | +53.3% | +154.9% | -101.6% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling