-7.0%
MOS vs RACE
+3.3%
-10.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | +21.6% | +5.1% | +16.5% | +20.4% |
| 30D | +12.0% | +7.7% | +4.3% | +10.3% |
| 3M | -3.9% | +2.2% | -6.1% | -4.2% |
| 6M | -3.3% | +23.8% | -27.1% | -7.7% |
| YTD | -4.6% | +13.9% | -18.5% | -9.4% |
| 1Y | -7.0% | +3.8% | -10.8% | -7.4% |
| All | -7.0% | +3.3% | -10.2% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling