+625.7%
MA vs RACE
+670.3%
-44.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.5% |
| 7D | +3.2% | +5.7% | -2.5% | +0.8% |
| 30D | +15.9% | +9.3% | +6.7% | +11.7% |
| 3M | +15.2% | +3.8% | +11.3% | +13.0% |
| 6M | +32.4% | +29.8% | +2.6% | +17.3% |
| YTD | +15.6% | +15.6% | 0.0% | +6.7% |
| 1Y | +19.3% | +5.1% | +14.2% | +14.7% |
| 3Y | +73.0% | +30.8% | +42.2% | +41.5% |
| 5Y | +93.7% | +67.4% | +26.3% | +36.6% |
| 10Y | +575.0% | +793.6% | -218.7% | +162.3% |
| All | +625.7% | +670.3% | -44.6% | +172.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling