-86.8%
MSTU vs RACE
-10.5%
-76.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.0% | -7.7% | -7.6% |
| 7D | +16.1% | -1.0% | +17.2% | +17.9% |
| 30D | +68.7% | -1.5% | +70.2% | +73.6% |
| 3M | -11.0% | +15.5% | -26.5% | -21.2% |
| 6M | -33.4% | +17.3% | -50.7% | -42.0% |
| YTD | -59.5% | +11.1% | -70.6% | -64.1% |
| 1Y | -93.4% | -14.3% | -79.1% | -91.8% |
| All | -86.8% | -10.5% | -76.4% | -87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling