+114.0%
MS vs RACE
+65.1%
+48.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.6% | -5.1% |
| 7D | -3.4% | +5.7% | -9.1% | -5.1% |
| 30D | -3.9% | +9.3% | -13.2% | -6.7% |
| 3M | -15.9% | +3.8% | -19.7% | -17.0% |
| 6M | -2.5% | +29.8% | -32.3% | -11.5% |
| YTD | +5.1% | +15.6% | -10.5% | -1.3% |
| 1Y | +13.0% | +5.1% | +7.9% | +9.8% |
| 3Y | +160.7% | +30.8% | +129.9% | +115.0% |
| 5Y | +114.0% | +67.4% | +46.6% | +43.0% |
| All | +114.0% | +65.1% | +48.9% | +43.0% |
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 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