+915.1%
MSFT vs RACE
+729.2%
+185.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.4% |
| 7D | -1.3% | -1.2% | -0.1% | -0.8% |
| 30D | -1.8% | +6.1% | -8.0% | -4.3% |
| 3M | +5.6% | -0.3% | +5.9% | +5.6% |
| 6M | +29.8% | +23.4% | +6.4% | +17.8% |
| YTD | +9.0% | +12.5% | -3.5% | +1.7% |
| 1Y | +4.9% | -0.5% | +5.4% | +3.4% |
| 3Y | +46.2% | +23.6% | +22.6% | +20.6% |
| 5Y | +62.1% | +65.4% | -3.3% | +11.5% |
| All | +915.1% | +729.2% | +185.9% | +286.5% |
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 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