+35.6%
MSI vs RY
+42.5%
-7.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.6% |
| 7D | +8.3% | -0.2% | +8.5% | +8.2% |
| 30D | +18.9% | +7.1% | +11.8% | +18.2% |
| 3M | +13.2% | -2.7% | +15.9% | +12.9% |
| 6M | +38.3% | +13.8% | +24.5% | +35.8% |
| YTD | +38.9% | +22.1% | +16.8% | +33.5% |
| All | +35.6% | +42.5% | -7.0% | +26.9% |
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