+671.4%
MSI vs RACE
+740.2%
-68.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.1% |
| 7D | +7.4% | +0.2% | +7.2% | +7.3% |
| 30D | +18.7% | +6.6% | +12.1% | +16.2% |
| 3M | +14.5% | +2.2% | +12.2% | +13.3% |
| 6M | +38.1% | +22.4% | +15.7% | +28.2% |
| YTD | +38.7% | +13.8% | +24.9% | +30.9% |
| 1Y | +35.4% | +2.2% | +33.2% | +32.4% |
| 3Y | +75.1% | +25.6% | +49.5% | +50.5% |
| 5Y | +126.4% | +71.0% | +55.4% | +67.3% |
| 10Y | +671.4% | +739.1% | -67.7% | +217.9% |
| All | +671.4% | +740.2% | -68.8% | +217.9% |
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 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