-85.6%
MSTU vs RY
+79.8%
-165.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -1.5% |
| 7D | +21.3% | +3.1% | +18.2% | +14.2% |
| 30D | +90.8% | -0.3% | +91.1% | +89.6% |
| 3M | -6.8% | +8.7% | -15.4% | -27.3% |
| 6M | -39.8% | +28.5% | -68.4% | -69.9% |
| YTD | -55.7% | +25.1% | -80.8% | -75.7% |
| 1Y | -92.7% | +46.3% | -139.0% | -97.3% |
| All | -85.6% | +79.8% | -165.4% | -97.5% |
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