-99.2%
MSTZ vs RY
+79.8%
-179.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +1.0% |
| 7D | -29.7% | +3.1% | -32.8% | -23.1% |
| 30D | -65.3% | -0.3% | -65.0% | -66.0% |
| 3M | -57.3% | +8.7% | -66.0% | -47.4% |
| 6M | -61.6% | +28.5% | -90.2% | -22.5% |
| YTD | -78.3% | +25.1% | -103.4% | -57.3% |
| 1Y | -30.2% | +46.3% | -76.5% | +107.6% |
| All | -99.2% | +79.8% | -179.0% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling