+671.3%
MSI vs RY
+355.6%
+315.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | +7.7% | -3.0% | +10.7% | +9.3% |
| 30D | +19.9% | +6.3% | +13.7% | +15.9% |
| 3M | +14.9% | -2.6% | +17.5% | +16.1% |
| 6M | +37.2% | +13.9% | +23.3% | +26.9% |
| YTD | +40.8% | +21.7% | +19.1% | +25.1% |
| 1Y | +38.1% | +40.4% | -2.3% | +13.0% |
| 3Y | +77.7% | +161.3% | -83.6% | -0.7% |
| 5Y | +129.0% | +126.5% | +2.6% | +38.1% |
| 10Y | +671.3% | +354.3% | +316.9% | +223.4% |
| All | +671.3% | +355.6% | +315.6% | +223.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling