+64.1%
MSFT vs RY
+122.0%
-57.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.3% |
| 7D | +1.7% | -0.9% | +2.6% | +2.2% |
| 30D | +0.2% | +5.9% | -5.7% | -2.6% |
| 3M | +6.4% | -4.3% | +10.6% | +8.6% |
| 6M | +28.7% | +12.1% | +16.6% | +21.0% |
| YTD | +10.4% | +20.3% | -9.9% | -0.3% |
| 1Y | +7.6% | +41.0% | -33.4% | -10.9% |
| 3Y | +52.3% | +157.5% | -105.2% | -12.5% |
| All | +64.1% | +122.0% | -57.9% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling