+1,213.8%
MSFT vs RACE
+670.3%
+543.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -2.6% |
| 7D | +1.1% | +5.7% | -4.6% | -1.1% |
| 30D | +1.3% | +9.3% | -8.0% | -2.3% |
| 3M | +10.2% | +3.8% | +6.3% | +8.3% |
| 6M | +30.8% | +29.8% | +1.0% | +17.0% |
| YTD | +11.5% | +15.6% | -4.1% | +3.4% |
| 1Y | +6.5% | +5.1% | +1.5% | +2.7% |
| 3Y | +55.5% | +30.8% | +24.7% | +27.9% |
| 5Y | +66.2% | +67.4% | -1.2% | +18.9% |
| 10Y | +928.0% | +793.6% | +134.4% | +322.2% |
| All | +1,213.8% | +670.3% | +543.5% | +419.3% |
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 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