-92.4%
MSTU vs RACE
-9.3%
-83.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -6.5% |
| 7D | -25.8% | -1.2% | -24.6% | -24.7% |
| 30D | -43.9% | +6.1% | -50.0% | -46.4% |
| 3M | +2.9% | -0.3% | +3.2% | +5.4% |
| 6M | -75.5% | +23.4% | -98.9% | -79.7% |
| YTD | -76.7% | +12.5% | -89.3% | -79.4% |
| 1Y | -88.9% | -0.5% | -88.5% | -88.5% |
| All | -92.4% | -9.3% | -83.1% | -92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling