+782.2%
MSI vs RACE
+670.3%
+111.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.4% | +4.7% |
| 7D | +5.1% | +5.7% | -0.6% | +3.3% |
| 30D | +13.3% | +9.3% | +4.0% | +10.2% |
| 3M | +18.3% | +3.8% | +14.5% | +16.6% |
| 6M | +18.7% | +29.8% | -11.1% | +8.7% |
| YTD | +36.0% | +15.6% | +20.4% | +28.2% |
| 1Y | +32.6% | +5.1% | +27.5% | +28.7% |
| 3Y | +78.3% | +30.8% | +47.5% | +53.8% |
| 5Y | +121.6% | +67.4% | +54.2% | +70.8% |
| 10Y | +689.0% | +793.6% | -104.6% | +289.4% |
| All | +782.2% | +670.3% | +111.9% | +306.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling