-99.1%
MSTZ vs RY
+73.8%
-172.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +4.5% |
| 7D | +30.8% | +0.6% | +30.2% | +32.7% |
| 30D | +41.2% | +5.0% | +36.2% | +62.9% |
| 3M | -60.9% | -5.3% | -55.6% | -64.4% |
| 6M | -15.7% | +13.8% | -29.5% | +24.8% |
| YTD | -75.2% | +21.0% | -96.2% | -52.8% |
| 1Y | -59.8% | +40.5% | -100.3% | +12.5% |
| All | -99.1% | +73.8% | -172.9% | -92.4% |
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