+76.3%
MSFU vs RACE
+120.4%
-44.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -3.2% |
| 7D | -5.7% | -2.5% | -3.2% | -4.5% |
| 30D | +4.2% | +0.8% | +3.4% | +3.7% |
| 3M | +27.9% | +17.2% | +10.8% | +19.3% |
| 6M | +37.1% | +13.6% | +23.5% | +28.8% |
| YTD | -7.4% | +12.2% | -19.6% | -13.2% |
| 1Y | -19.6% | -16.3% | -3.3% | -13.5% |
| 3Y | +33.2% | +36.4% | -3.2% | -9.1% |
| All | +76.3% | +120.4% | -44.1% | -36.9% |
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