+145.1%
MS vs RACE
+93.6%
+51.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.9% |
| 7D | +1.4% | -2.5% | +3.9% | +2.2% |
| 30D | -0.3% | +0.8% | -1.0% | -0.6% |
| 3M | +0.3% | +17.2% | -16.9% | -5.5% |
| 6M | +31.3% | +13.6% | +17.8% | +24.7% |
| YTD | +24.7% | +12.2% | +12.5% | +18.3% |
| 1Y | +47.9% | -16.3% | +64.2% | +55.2% |
| 3Y | +178.3% | +36.4% | +141.9% | +123.4% |
| All | +145.1% | +93.6% | +51.5% | +56.5% |
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