+1,604.6%
MOD vs RACE
+818.0%
+786.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +5.3% |
| 7D | +9.6% | -2.5% | +12.1% | +11.0% |
| 30D | 0.0% | +0.8% | -0.7% | -0.5% |
| 3M | -35.4% | +17.2% | -52.5% | -41.3% |
| 6M | -7.3% | +13.6% | -20.9% | -15.0% |
| YTD | +45.8% | +12.2% | +33.6% | +33.7% |
| 1Y | +43.1% | -16.3% | +59.4% | +53.1% |
| 3Y | +297.7% | +36.4% | +261.2% | +206.0% |
| 5Y | +1,478.8% | +95.0% | +1,383.8% | +857.8% |
| All | +1,604.6% | +818.0% | +786.6% | +288.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling