+666.9%
MSI vs RY
+360.6%
+306.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.2% |
| 7D | +4.7% | -0.9% | +5.6% | +5.0% |
| 30D | +14.8% | +5.9% | +8.9% | +11.2% |
| 3M | +8.8% | -4.3% | +13.1% | +10.9% |
| 6M | +19.3% | +12.1% | +7.2% | +11.3% |
| YTD | +35.3% | +20.3% | +15.1% | +21.0% |
| 1Y | +33.8% | +41.0% | -7.2% | +9.2% |
| 3Y | +74.4% | +157.5% | -83.1% | -1.8% |
| 5Y | +120.5% | +123.2% | -2.7% | +34.0% |
| All | +666.9% | +360.6% | +306.3% | +222.8% |
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