+1,177.5%
MSFT vs RACE
+658.2%
+519.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -6.2% | -3.9% | -2.4% | -4.7% |
| 30D | -3.7% | +6.8% | -10.5% | -6.2% |
| 3M | +3.6% | +1.3% | +2.3% | +2.9% |
| 6M | +26.8% | +26.3% | +0.5% | +14.7% |
| YTD | +8.4% | +13.8% | -5.4% | +1.2% |
| 1Y | +3.3% | -0.5% | +3.7% | +1.9% |
| 3Y | +44.3% | +25.6% | +18.6% | +20.9% |
| 5Y | +63.3% | +67.6% | -4.3% | +16.8% |
| 10Y | +894.4% | +724.7% | +169.7% | +317.6% |
| All | +1,177.5% | +658.2% | +519.3% | +408.3% |
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