+521.8%
MA vs RACE
+818.0%
-296.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.3% |
| 7D | -2.7% | -2.5% | -0.2% | -1.6% |
| 30D | +1.5% | +0.8% | +0.8% | +1.0% |
| 3M | +20.4% | +17.2% | +3.3% | +11.4% |
| 6M | +11.1% | +13.6% | -2.4% | +3.4% |
| YTD | +2.0% | +12.2% | -10.3% | -5.1% |
| 1Y | -2.2% | -16.3% | +14.1% | +3.5% |
| 3Y | +41.9% | +36.4% | +5.4% | +10.0% |
| 5Y | +75.4% | +95.0% | -19.6% | +7.9% |
| All | +521.8% | +818.0% | -296.1% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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