+889.0%
MSFT vs RACE
+740.1%
+148.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.3% |
| 7D | +1.7% | +5.1% | -3.4% | -0.4% |
| 30D | +0.2% | +7.7% | -7.5% | -3.0% |
| 3M | +6.4% | +2.2% | +4.2% | +5.2% |
| 6M | +28.7% | +23.8% | +4.9% | +16.6% |
| YTD | +10.4% | +13.9% | -3.5% | +2.4% |
| 1Y | +7.6% | +3.8% | +3.8% | +4.0% |
| 3Y | +52.3% | +28.0% | +24.3% | +23.4% |
| 5Y | +64.5% | +64.9% | -0.4% | +13.4% |
| All | +889.0% | +740.1% | +148.9% | +265.9% |
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