+67.9%
MSFT vs RACE
+69.7%
-1.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | -0.4% | +6.6% | -7.0% | -2.6% |
| 3M | +5.6% | +2.2% | +3.4% | +4.6% |
| 6M | +29.0% | +22.4% | +6.6% | +19.6% |
| YTD | +10.9% | +13.8% | -2.8% | +4.6% |
| 1Y | +6.2% | +2.2% | +4.0% | +4.4% |
| 3Y | +47.6% | +25.6% | +22.0% | +19.4% |
| 5Y | +67.9% | +71.0% | -3.0% | +6.6% |
| All | +67.9% | +69.7% | -1.7% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling