+777.9%
MSI vs RACE
+658.9%
+119.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | +4.7% | +5.1% | -0.4% | +3.0% |
| 30D | +14.8% | +7.7% | +7.1% | +12.1% |
| 3M | +8.8% | +2.2% | +6.6% | +7.8% |
| 6M | +19.3% | +23.8% | -4.4% | +10.9% |
| YTD | +35.3% | +13.9% | +21.4% | +28.2% |
| 1Y | +33.8% | +3.8% | +30.0% | +30.3% |
| 3Y | +74.4% | +28.0% | +46.4% | +51.4% |
| 5Y | +120.5% | +64.9% | +55.6% | +70.7% |
| 10Y | +685.2% | +780.4% | -95.2% | +289.2% |
| All | +777.9% | +658.9% | +119.1% | +306.6% |
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 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