+85.8%
MSFU vs RY
+150.9%
-65.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.3% | -5.2% |
| 7D | -12.7% | -3.0% | -9.7% | -10.5% |
| 30D | -9.0% | +6.3% | -15.3% | -12.8% |
| 3M | +2.9% | -2.6% | +5.5% | +5.1% |
| 6M | +43.5% | +13.9% | +29.6% | +29.5% |
| YTD | -2.4% | +21.7% | -24.1% | -16.8% |
| 1Y | -13.5% | +40.4% | -53.9% | -34.5% |
| 3Y | +19.2% | +161.3% | -142.1% | -45.8% |
| All | +85.8% | +150.9% | -65.1% | -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 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