+451.3%
MTSI vs RY
+360.6%
+90.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.3% | +12.1% | +12.0% |
| 7D | -10.0% | -0.9% | -9.1% | -9.0% |
| 30D | -37.2% | +5.9% | -43.1% | -40.3% |
| 3M | -30.1% | -4.3% | -25.8% | -26.9% |
| 6M | -31.9% | +12.1% | -44.0% | -38.5% |
| YTD | +23.2% | +20.3% | +2.9% | +4.2% |
| 1Y | +26.4% | +41.0% | -14.6% | -7.6% |
| 3Y | +186.2% | +157.5% | +28.6% | +18.8% |
| 5Y | +187.0% | +123.2% | +63.9% | +35.1% |
| All | +451.3% | +360.6% | +90.7% | +92.4% |
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 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