-56.1%
MSTZ vs RY
+43.0%
-99.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -2.9% | +20.6% | +11.1% |
| 7D | +13.4% | -1.1% | +14.5% | +12.3% |
| 30D | +37.5% | +4.4% | +33.1% | +55.3% |
| 3M | -69.9% | -2.9% | -67.0% | -70.5% |
| 6M | -32.0% | +15.6% | -47.5% | +9.6% |
| YTD | -81.2% | +21.8% | -103.0% | -61.0% |
| 1Y | -56.1% | +42.6% | -98.6% | +57.5% |
| All | -56.1% | +43.0% | -99.1% | +57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling