+97.0%
MSFU vs RACE
+127.1%
-30.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.3% | -5.1% | -6.2% |
| 7D | +1.0% | +5.7% | -4.6% | -1.4% |
| 30D | +0.6% | +9.3% | -8.7% | -3.4% |
| 3M | +16.4% | +3.8% | +12.6% | +14.3% |
| 6M | +53.0% | +29.8% | +23.2% | +36.0% |
| YTD | +3.5% | +15.6% | -12.1% | -4.3% |
| 1Y | -7.8% | +5.1% | -12.9% | -10.6% |
| 3Y | +35.6% | +30.8% | +4.8% | -1.5% |
| All | +97.0% | +127.1% | -30.1% | -30.4% |
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