-32.2%
MOS vs RACE
+65.1%
-97.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.6% | +3.8% |
| 7D | +22.5% | +5.7% | +16.8% | +21.1% |
| 30D | +6.6% | +9.3% | -2.7% | +4.6% |
| 3M | -3.8% | +3.8% | -7.6% | -4.6% |
| 6M | -2.2% | +29.8% | -32.0% | -7.9% |
| YTD | -4.8% | +15.6% | -20.4% | -8.6% |
| 1Y | -11.7% | +5.1% | -16.8% | -13.4% |
| 3Y | -26.5% | +30.8% | -57.3% | -33.2% |
| 5Y | -32.2% | +67.4% | -99.6% | -41.5% |
| All | -32.2% | +65.1% | -97.3% | -41.5% |
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