+740.4%
MS vs RACE
+688.6%
+51.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | 0.0% | +2.3% |
| 7D | +2.6% | +9.9% | -7.3% | -1.6% |
| 30D | +2.6% | +12.8% | -10.2% | -2.8% |
| 3M | -10.1% | +7.4% | -17.4% | -13.1% |
| 6M | +4.4% | +27.6% | -23.2% | -7.5% |
| YTD | +11.7% | +18.4% | -6.6% | +1.5% |
| 1Y | +20.9% | +9.5% | +11.4% | +13.7% |
| 3Y | +177.1% | +33.9% | +143.2% | +121.8% |
| 5Y | +127.7% | +74.9% | +52.9% | +54.2% |
| 10Y | +684.1% | +814.9% | -130.8% | +133.8% |
| All | +740.4% | +688.6% | +51.7% | +134.0% |
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