-21.0%
MOS vs RACE
+688.6%
-709.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +4.3% | +13.1% | +15.8% |
| 7D | +17.9% | +9.9% | +8.0% | +14.1% |
| 30D | +1.6% | +12.8% | -11.2% | -2.8% |
| 3M | -4.0% | +7.4% | -11.4% | -6.5% |
| 6M | -4.1% | +27.6% | -31.7% | -12.9% |
| YTD | -7.8% | +18.4% | -26.2% | -14.6% |
| 1Y | -15.6% | +9.5% | -25.1% | -19.5% |
| 3Y | -28.9% | +33.9% | -62.8% | -40.3% |
| 5Y | -36.8% | +74.9% | -111.7% | -54.2% |
| 10Y | +6.7% | +814.9% | -808.2% | -61.5% |
| All | -21.0% | +688.6% | -709.6% | -74.0% |
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 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