+97.0%
MSFU vs RY
+151.2%
-54.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.9% | -4.5% | -5.1% |
| 7D | +1.0% | -1.1% | +2.1% | +2.2% |
| 30D | +0.6% | +4.4% | -3.8% | -2.4% |
| 3M | +16.4% | -2.9% | +19.3% | +19.2% |
| 6M | +53.0% | +15.6% | +37.4% | +36.5% |
| YTD | +3.5% | +21.8% | -18.3% | -11.9% |
| 1Y | -7.8% | +42.6% | -50.4% | -31.1% |
| 3Y | +35.6% | +160.9% | -125.3% | -38.3% |
| All | +97.0% | +151.2% | -54.2% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling