+61.7%
MTSI vs RY
+46.4%
+15.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -3.8% |
| 7D | -10.7% | +2.5% | -13.1% | -12.7% |
| 30D | -29.0% | +8.4% | -37.4% | -34.2% |
| 3M | -14.7% | +1.2% | -15.9% | -15.1% |
| 6M | -20.1% | +19.4% | -39.4% | -31.4% |
| YTD | +36.1% | +25.4% | +10.7% | +8.1% |
| 1Y | +61.7% | +46.7% | +15.1% | +14.6% |
| All | +61.7% | +46.4% | +15.3% | +14.6% |
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