-56.2%
MSTZ vs RY
+39.8%
-96.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.4% | +13.3% | +11.8% |
| 7D | +25.6% | -0.5% | +26.1% | +24.0% |
| 30D | +50.6% | +4.7% | +45.8% | +70.1% |
| 3M | -64.5% | -4.5% | -60.0% | -66.5% |
| 6M | -14.0% | +12.5% | -26.6% | +29.7% |
| YTD | -76.4% | +21.1% | -97.5% | -51.2% |
| 1Y | -56.2% | +38.6% | -94.9% | +34.4% |
| All | -56.2% | +39.8% | -96.0% | +34.4% |
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 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