-87.2%
MSTU vs RY
+46.4%
-133.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.0% | +7.3% | +3.7% |
| 7D | -4.8% | +2.5% | -7.3% | -9.2% |
| 30D | -29.6% | +8.4% | -38.0% | -39.7% |
| 3M | +69.4% | +1.2% | +68.2% | +64.0% |
| 6M | -62.2% | +19.4% | -81.6% | -77.6% |
| YTD | -61.1% | +25.4% | -86.5% | -79.0% |
| 1Y | -87.2% | +46.7% | -133.9% | -96.3% |
| All | -87.2% | +46.4% | -133.6% | -96.3% |
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