+40.2%
MSI vs RACE
-1.0%
+41.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | +3.2% | -1.2% | +4.4% | +3.4% |
| 30D | +17.6% | +6.1% | +11.5% | +16.8% |
| 3M | +14.5% | -0.3% | +14.8% | +14.4% |
| 6M | +34.3% | +23.4% | +10.8% | +31.1% |
| YTD | +39.7% | +12.5% | +27.2% | +37.4% |
| 1Y | +40.2% | -0.5% | +40.6% | +39.6% |
| All | +40.2% | -1.0% | +41.1% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling