+920.4%
MSFT vs RACE
+738.3%
+182.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.1% | +2.5% |
| 7D | +7.5% | +3.9% | +3.6% | +5.8% |
| 30D | +1.9% | +7.4% | -5.5% | -1.2% |
| 3M | +9.2% | +1.6% | +7.6% | +8.3% |
| 6M | +31.9% | +23.3% | +8.5% | +19.6% |
| YTD | +13.4% | +14.7% | -1.2% | +5.0% |
| 1Y | +10.6% | +2.5% | +8.1% | +7.6% |
| 3Y | +54.7% | +28.0% | +26.7% | +25.5% |
| 5Y | +69.1% | +69.8% | -0.7% | +14.9% |
| 10Y | +920.4% | +734.9% | +185.5% | +273.3% |
| All | +920.4% | +738.3% | +182.1% | +273.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling