-89.3%
MSTU vs RY
+41.1%
-130.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +0.6% |
| 7D | -27.7% | -3.0% | -24.7% | -21.7% |
| 30D | -40.3% | +6.3% | -46.5% | -46.2% |
| 3M | +26.4% | -2.6% | +29.0% | +35.3% |
| 6M | -75.7% | +13.9% | -89.7% | -83.6% |
| YTD | -71.9% | +21.7% | -93.5% | -83.6% |
| 1Y | -89.3% | +40.4% | -129.7% | -96.0% |
| All | -89.3% | +41.1% | -130.4% | -96.0% |
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