-92.4%
MSTU vs RY
+73.8%
-166.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -4.6% |
| 7D | -25.8% | +0.6% | -26.4% | -26.8% |
| 30D | -43.9% | +5.0% | -48.9% | -49.0% |
| 3M | +2.9% | -5.3% | +8.2% | +20.1% |
| 6M | -75.5% | +13.8% | -89.3% | -82.9% |
| YTD | -76.7% | +21.0% | -97.7% | -85.7% |
| 1Y | -88.9% | +40.5% | -129.4% | -95.5% |
| All | -92.4% | +73.8% | -166.2% | -98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling