+76.3%
MSFU vs RY
+158.0%
-81.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -3.6% |
| 7D | -5.7% | +3.1% | -8.8% | -7.8% |
| 30D | +4.2% | -0.3% | +4.5% | +4.3% |
| 3M | +27.9% | +8.7% | +19.2% | +19.7% |
| 6M | +37.1% | +28.5% | +8.6% | +11.9% |
| YTD | -7.4% | +25.1% | -32.5% | -22.9% |
| 1Y | -19.6% | +46.3% | -65.9% | -41.2% |
| 3Y | +33.2% | +154.9% | -121.7% | -37.9% |
| All | +76.3% | +158.0% | -81.6% | -19.7% |
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 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