+98.3%
MO vs RACE
+88.9%
+9.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -1.0% |
| 7D | -2.0% | -1.0% | -1.0% | -2.0% |
| 30D | -0.3% | -1.5% | +1.3% | -0.2% |
| 3M | -2.9% | +15.5% | -18.4% | -3.9% |
| 6M | +5.8% | +17.3% | -11.5% | +4.5% |
| YTD | +22.0% | +11.1% | +10.9% | +21.0% |
| 1Y | +10.7% | -14.3% | +24.9% | +11.9% |
| 3Y | +94.4% | +40.2% | +54.2% | +84.4% |
| All | +98.3% | +88.9% | +9.4% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling