+544.0%
MAR vs RACE
+658.1%
-114.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.4% | +3.0% |
| 7D | +2.9% | +0.2% | +2.6% | +2.7% |
| 30D | +17.0% | +6.6% | +10.4% | +13.9% |
| 3M | +23.2% | +2.2% | +21.0% | +21.7% |
| 6M | +21.7% | +22.4% | -0.6% | +10.5% |
| YTD | +38.9% | +13.8% | +25.1% | +29.5% |
| 1Y | +48.7% | +2.2% | +46.4% | +45.0% |
| 3Y | +122.9% | +25.6% | +97.3% | +88.3% |
| 5Y | +177.5% | +71.0% | +106.5% | +98.1% |
| 10Y | +537.5% | +739.1% | -201.6% | +154.0% |
| All | +544.0% | +658.1% | -114.1% | +147.5% |
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