-99.3%
MSTZ vs RY
+75.0%
-174.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -2.9% | +20.6% | +10.6% |
| 7D | +13.4% | -1.1% | +14.5% | +12.3% |
| 30D | +37.5% | +4.4% | +33.1% | +57.8% |
| 3M | -69.9% | -2.9% | -67.0% | -71.0% |
| 6M | -32.0% | +15.6% | -47.5% | +4.5% |
| YTD | -81.2% | +21.8% | -103.0% | -63.6% |
| 1Y | -56.1% | +42.6% | -98.6% | +27.7% |
| All | -99.3% | +75.0% | -174.4% | -94.1% |
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