+95.0%
MSFU vs RY
+149.5%
-54.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.4% |
| 7D | +4.0% | -0.6% | +4.6% | +4.9% |
| 30D | -2.3% | +6.1% | -8.5% | -6.3% |
| 3M | +7.1% | -3.4% | +10.5% | +10.1% |
| 6M | +48.9% | +12.8% | +36.1% | +35.5% |
| YTD | +2.4% | +21.0% | -18.6% | -12.3% |
| 1Y | -8.1% | +40.5% | -48.6% | -30.5% |
| 3Y | +25.2% | +159.9% | -134.7% | -42.9% |
| All | +95.0% | +149.5% | -54.5% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling