-99.3%
MSTZ vs RY
+72.8%
-172.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | -2.4% |
| 7D | -1.2% | -0.9% | -0.3% | -2.1% |
| 30D | +22.2% | +5.9% | +16.3% | +43.6% |
| 3M | -70.4% | -4.3% | -66.1% | -72.4% |
| 6M | -31.0% | +12.1% | -43.1% | -2.0% |
| YTD | -81.0% | +20.3% | -101.3% | -64.4% |
| 1Y | -61.2% | +41.0% | -102.2% | +9.8% |
| All | -99.3% | +72.8% | -172.1% | -94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling