+15,083.3%
MSFT vs RY
+11,573.6%
+3,509.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -2.7% | +3.1% | -5.8% | -4.1% |
| 30D | +2.7% | -0.3% | +3.0% | +2.8% |
| 3M | +17.0% | +8.7% | +8.3% | +12.2% |
| 6M | +23.8% | +28.5% | -4.7% | +9.4% |
| YTD | +4.0% | +25.1% | -21.1% | -7.0% |
| 1Y | -0.8% | +46.3% | -47.1% | -17.8% |
| 3Y | +55.6% | +154.9% | -99.3% | -2.3% |
| 5Y | +72.9% | +140.3% | -67.4% | +11.5% |
| 10Y | +875.8% | +377.0% | +498.8% | +354.1% |
| All | +15,083.3% | +11,573.6% | +3,509.7% | +2,063.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling