-19.6%
MSFU vs RY
+46.1%
-65.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -3.8% |
| 7D | -5.7% | +3.1% | -8.8% | -7.0% |
| 30D | +4.2% | -0.3% | +4.5% | +4.3% |
| 3M | +27.9% | +8.7% | +19.2% | +22.5% |
| 6M | +37.1% | +28.5% | +8.6% | +16.1% |
| YTD | -7.4% | +25.1% | -32.5% | -19.5% |
| 1Y | -19.6% | +46.3% | -65.9% | -39.3% |
| All | -19.6% | +46.1% | -65.7% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling