-13.6%
MSFU vs RY
+39.8%
-53.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.1% |
| 7D | -4.9% | -0.5% | -4.4% | -4.5% |
| 30D | -9.1% | +4.7% | -13.8% | -10.5% |
| 3M | +8.7% | -4.5% | +13.2% | +11.4% |
| 6M | +48.3% | +12.5% | +35.7% | +41.4% |
| YTD | -1.6% | +21.1% | -22.8% | -10.9% |
| 1Y | -13.6% | +38.6% | -52.2% | -24.6% |
| All | -13.6% | +39.8% | -53.4% | -24.6% |
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