+713.8%
MOD vs RACE
+65.1%
+648.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.3% | -5.0% | -6.1% |
| 7D | -34.2% | +5.7% | -39.8% | -36.3% |
| 30D | -51.9% | +9.3% | -61.2% | -54.3% |
| 3M | -53.0% | +3.8% | -56.9% | -54.2% |
| 6M | -66.4% | +29.8% | -96.1% | -71.3% |
| YTD | -31.5% | +15.6% | -47.2% | -38.1% |
| 1Y | -39.6% | +5.1% | -44.6% | -42.4% |
| 3Y | +116.8% | +30.8% | +86.0% | +65.9% |
| 5Y | +713.8% | +67.4% | +646.4% | +369.0% |
| All | +713.8% | +65.1% | +648.7% | +369.0% |
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 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