+397.4%
MTSI vs RY
+366.5%
+30.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.9% | -15.5% | -15.7% |
| 7D | -24.6% | -1.1% | -23.5% | -23.5% |
| 30D | -45.7% | +4.4% | -50.1% | -47.7% |
| 3M | -27.7% | -2.9% | -24.8% | -25.4% |
| 6M | -37.3% | +15.6% | -52.9% | -44.9% |
| YTD | +11.1% | +21.8% | -10.7% | -7.0% |
| 1Y | +27.2% | +42.6% | -15.4% | -7.8% |
| 3Y | +153.7% | +160.9% | -7.2% | +4.2% |
| 5Y | +159.0% | +126.1% | +32.9% | +20.6% |
| All | +397.4% | +366.5% | +30.9% | +71.8% |
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