-87.2%
MSTU vs RACE
+10.6%
-97.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.3% | +6.1% | +7.4% |
| 7D | -4.8% | +9.9% | -14.8% | -10.3% |
| 30D | -29.6% | +12.8% | -42.4% | -34.5% |
| 3M | +69.4% | +7.4% | +62.0% | +63.7% |
| 6M | -62.2% | +27.6% | -89.8% | -65.3% |
| YTD | -61.1% | +18.4% | -79.4% | -64.9% |
| 1Y | -87.2% | +9.5% | -96.7% | -87.8% |
| All | -87.2% | +10.6% | -97.7% | -87.8% |
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