+67.5%
MAS vs RACE
+33.1%
+34.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.3% | +1.4% | +4.2% |
| 7D | +14.2% | +9.9% | +4.2% | +10.7% |
| 30D | +26.8% | +12.8% | +14.0% | +22.0% |
| 3M | +13.1% | +7.4% | +5.8% | +10.4% |
| 6M | +27.9% | +27.6% | +0.3% | +18.1% |
| YTD | +38.7% | +18.4% | +20.3% | +30.2% |
| 1Y | +40.4% | +9.5% | +30.8% | +34.3% |
| All | +67.5% | +33.1% | +34.3% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling