+38.1%
MSI vs RY
+41.1%
-3.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.5% |
| 7D | +7.7% | -3.0% | +10.7% | +7.8% |
| 30D | +19.9% | +6.3% | +13.7% | +19.3% |
| 3M | +14.9% | -2.6% | +17.5% | +14.6% |
| 6M | +37.2% | +13.9% | +23.3% | +34.7% |
| YTD | +40.8% | +21.7% | +19.1% | +35.3% |
| 1Y | +38.1% | +40.4% | -2.3% | +29.4% |
| All | +38.1% | +41.1% | -3.0% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling