+662.2%
MSI vs RACE
+717.8%
-55.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.1% |
| 7D | +2.6% | -4.0% | +6.6% | +3.9% |
| 30D | +18.1% | +3.5% | +14.6% | +16.7% |
| 3M | +13.2% | -0.4% | +13.6% | +13.0% |
| 6M | +36.3% | +23.2% | +13.1% | +26.2% |
| YTD | +39.5% | +11.0% | +28.5% | +32.7% |
| 1Y | +36.9% | -2.2% | +39.1% | +35.9% |
| 3Y | +76.1% | +22.5% | +53.6% | +52.6% |
| 5Y | +123.7% | +63.2% | +60.5% | +68.0% |
| All | +662.2% | +717.8% | -55.6% | +211.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling