+837.5%
MS vs RACE
+647.6%
+189.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.1% |
| 7D | +1.4% | -2.5% | +3.9% | +2.5% |
| 30D | -0.3% | +0.8% | -1.0% | -0.7% |
| 3M | +0.3% | +17.2% | -16.9% | -7.3% |
| 6M | +31.3% | +13.6% | +17.8% | +22.6% |
| YTD | +24.7% | +12.2% | +12.5% | +16.1% |
| 1Y | +47.9% | -16.3% | +64.2% | +56.0% |
| 3Y | +178.3% | +36.4% | +141.9% | +119.4% |
| 5Y | +144.9% | +95.0% | +49.9% | +55.6% |
| 10Y | +804.5% | +813.2% | -8.7% | +169.6% |
| All | +837.5% | +647.6% | +189.9% | +167.5% |
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 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