-89.8%
MSTU vs RACE
-8.2%
-81.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | +0.2% |
| 7D | -4.3% | +5.1% | -9.4% | -8.2% |
| 30D | -34.6% | +7.7% | -42.3% | -38.6% |
| 3M | +39.0% | +2.2% | +36.9% | +38.8% |
| 6M | -70.5% | +23.8% | -94.3% | -75.8% |
| YTD | -68.6% | +13.9% | -82.5% | -72.7% |
| 1Y | -88.6% | +3.8% | -92.4% | -88.8% |
| All | -89.8% | -8.2% | -81.6% | -90.1% |
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