+133.9%
MO vs RACE
+647.6%
-513.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | +0.3% | -2.5% | +2.9% | +0.7% |
| 30D | +0.6% | +0.8% | -0.1% | +0.5% |
| 3M | -1.0% | +17.2% | -18.1% | -3.5% |
| 6M | +4.3% | +13.6% | -9.2% | +1.9% |
| YTD | +23.3% | +12.2% | +11.1% | +20.4% |
| 1Y | +10.5% | -16.3% | +26.7% | +12.6% |
| 3Y | +96.3% | +36.4% | +59.8% | +80.5% |
| 5Y | +98.9% | +95.0% | +3.9% | +68.3% |
| 10Y | +103.6% | +813.2% | -709.6% | +43.3% |
| All | +133.9% | +647.6% | -513.7% | +67.2% |
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