+972.0%
MSCI vs RACE
+647.6%
+324.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.6% |
| 7D | +0.4% | -2.5% | +2.9% | +1.5% |
| 30D | +0.6% | +0.8% | -0.2% | +0.1% |
| 3M | -7.1% | +17.2% | -24.2% | -13.9% |
| 6M | +0.8% | +13.6% | -12.8% | -5.9% |
| YTD | +1.0% | +12.2% | -11.2% | -6.2% |
| 1Y | +4.3% | -16.3% | +20.6% | +9.9% |
| 3Y | +9.9% | +36.4% | -26.5% | -13.9% |
| 5Y | -6.8% | +95.0% | -101.7% | -39.7% |
| 10Y | +614.7% | +813.2% | -198.6% | +187.7% |
| All | +972.0% | +647.6% | +324.4% | +332.6% |
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