+161.8%
MS vs RACE
+30.0%
+131.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.6% | -5.4% |
| 7D | -3.4% | +5.7% | -9.1% | -4.5% |
| 30D | -3.9% | +9.3% | -13.2% | -5.7% |
| 3M | -15.9% | +3.8% | -19.7% | -16.6% |
| 6M | -2.5% | +29.8% | -32.3% | -8.0% |
| YTD | +5.1% | +15.6% | -10.5% | +1.2% |
| 1Y | +13.0% | +5.1% | +7.9% | +11.0% |
| All | +161.8% | +30.0% | +131.8% | +144.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling