+663.4%
MSI vs RACE
+729.2%
-65.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.3% |
| 7D | +3.2% | -1.2% | +4.4% | +3.6% |
| 30D | +17.6% | +6.1% | +11.5% | +15.2% |
| 3M | +14.5% | -0.3% | +14.8% | +14.3% |
| 6M | +34.3% | +23.4% | +10.8% | +24.3% |
| YTD | +39.7% | +12.5% | +27.2% | +32.3% |
| 1Y | +40.2% | -0.5% | +40.6% | +38.3% |
| 3Y | +77.1% | +23.6% | +53.5% | +53.1% |
| 5Y | +124.0% | +65.4% | +58.6% | +67.5% |
| All | +663.4% | +729.2% | -65.8% | +210.2% |
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