-89.8%
MSTU vs RY
+72.8%
-162.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | +1.8% |
| 7D | -4.3% | -0.9% | -3.4% | -0.6% |
| 30D | -34.6% | +5.9% | -40.4% | -41.6% |
| 3M | +39.0% | -4.3% | +43.3% | +57.6% |
| 6M | -70.5% | +12.1% | -82.6% | -78.6% |
| YTD | -68.6% | +20.3% | -88.9% | -80.4% |
| 1Y | -88.6% | +41.0% | -129.6% | -95.4% |
| All | -89.8% | +72.8% | -162.6% | -98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling