+796.2%
MSI vs RY
+11,573.6%
-10,777.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | -3.7% | +3.1% | -6.8% | -5.3% |
| 30D | +6.8% | -0.3% | +7.1% | +6.8% |
| 3M | +14.3% | +8.7% | +5.6% | +9.0% |
| 6M | -1.6% | +28.5% | -30.1% | -14.2% |
| YTD | +22.8% | +25.1% | -2.3% | +8.4% |
| 1Y | -1.1% | +46.3% | -47.4% | -19.8% |
| 3Y | +70.5% | +154.9% | -84.5% | +1.5% |
| 5Y | +102.8% | +140.3% | -37.5% | +23.7% |
| 10Y | +597.4% | +377.0% | +220.4% | +191.2% |
| All | +796.2% | +11,573.6% | -10,777.5% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling