-6.3%
MOS vs RACE
+647.6%
-654.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.1% |
| 7D | +9.5% | -2.5% | +12.1% | +10.5% |
| 30D | +10.4% | +0.8% | +9.6% | +10.0% |
| 3M | +12.9% | +17.2% | -4.3% | +6.1% |
| 6M | +1.2% | +13.6% | -12.3% | -4.3% |
| YTD | +9.3% | +12.2% | -2.9% | +3.3% |
| 1Y | -18.0% | -16.3% | -1.7% | -14.0% |
| 3Y | -29.0% | +36.4% | -65.5% | -41.3% |
| 5Y | -9.6% | +95.0% | -104.5% | -38.4% |
| 10Y | +6.1% | +813.2% | -807.2% | -61.8% |
| All | -6.3% | +647.6% | -654.0% | -68.6% |
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