+320.4%
MTSI vs RY
+140.8%
+179.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +4.1% |
| 7D | +1.4% | +3.1% | -1.7% | -1.4% |
| 30D | +2.1% | -0.3% | +2.4% | +2.6% |
| 3M | -29.7% | +8.7% | -38.4% | -34.4% |
| 6M | +12.5% | +28.5% | -16.0% | -8.9% |
| YTD | +57.0% | +25.1% | +31.9% | +29.7% |
| 1Y | +103.9% | +46.3% | +57.6% | +47.7% |
| 3Y | +223.6% | +154.9% | +68.6% | +45.7% |
| All | +320.4% | +140.8% | +179.6% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling