-18.4%
MOS vs RACE
+670.3%
-688.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.6% | +4.1% |
| 7D | +22.5% | +5.7% | +16.8% | +20.2% |
| 30D | +6.6% | +9.3% | -2.7% | +3.2% |
| 3M | -3.8% | +3.8% | -7.6% | -5.2% |
| 6M | -2.2% | +29.8% | -32.0% | -11.7% |
| YTD | -4.8% | +15.6% | -20.4% | -11.0% |
| 1Y | -11.7% | +5.1% | -16.8% | -14.5% |
| 3Y | -26.5% | +30.8% | -57.3% | -37.8% |
| 5Y | -32.2% | +67.4% | -99.6% | -50.0% |
| 10Y | +10.2% | +793.6% | -783.4% | -59.9% |
| All | -18.4% | +670.3% | -688.7% | -72.9% |
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