+123.7%
MSI vs RY
+125.1%
-1.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +2.6% | -0.5% | +3.1% | +2.8% |
| 30D | +18.1% | +4.7% | +13.4% | +15.8% |
| 3M | +13.2% | -4.5% | +17.7% | +15.0% |
| 6M | +36.3% | +12.5% | +23.7% | +28.8% |
| YTD | +39.5% | +21.1% | +18.4% | +27.3% |
| 1Y | +36.9% | +38.6% | -1.8% | +17.2% |
| 3Y | +76.1% | +160.2% | -84.1% | +7.7% |
| 5Y | +123.7% | +124.7% | -1.0% | +48.1% |
| All | +123.7% | +125.1% | -1.4% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling