+35.7%
MSFU vs RACE
+26.8%
+8.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.2% |
| 7D | +14.6% | +3.9% | +10.7% | +13.3% |
| 30D | +2.1% | +7.4% | -5.3% | -0.4% |
| 3M | +14.7% | +1.6% | +13.1% | +14.1% |
| 6M | +55.7% | +23.3% | +32.3% | +45.6% |
| YTD | +7.1% | +14.7% | -7.6% | +1.6% |
| 1Y | -0.5% | +2.5% | -3.0% | -1.9% |
| 3Y | +35.7% | +28.0% | +7.8% | +14.0% |
| All | +35.7% | +26.8% | +8.9% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling