-5.8%
MSFU vs RY
+40.6%
-46.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.0% |
| 7D | +2.5% | -0.9% | +3.4% | +3.6% |
| 30D | -1.3% | +5.9% | -7.2% | -3.3% |
| 3M | +8.6% | -4.3% | +12.9% | +11.4% |
| 6M | +48.4% | +12.1% | +36.3% | +41.5% |
| YTD | +1.6% | +20.3% | -18.7% | -8.0% |
| 1Y | -5.8% | +41.0% | -46.8% | -20.7% |
| All | -5.8% | +40.6% | -46.3% | -20.7% |
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