+118.9%
MSI vs RACE
+65.0%
+53.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | +4.7% | +5.1% | -0.4% | +3.3% |
| 30D | +14.8% | +7.7% | +7.1% | +12.5% |
| 3M | +8.8% | +2.2% | +6.6% | +8.0% |
| 6M | +19.3% | +23.8% | -4.4% | +12.1% |
| YTD | +35.3% | +13.9% | +21.4% | +29.4% |
| 1Y | +33.8% | +3.8% | +30.0% | +31.2% |
| 3Y | +74.4% | +28.0% | +46.4% | +48.1% |
| All | +118.9% | +65.0% | +53.9% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling