-30.2%
MSTZ vs RACE
-16.2%
-14.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +1.4% |
| 7D | -29.7% | -2.5% | -27.2% | -30.4% |
| 30D | -65.3% | +0.8% | -66.1% | -64.7% |
| 3M | -57.3% | +17.2% | -74.5% | -52.9% |
| 6M | -61.6% | +13.6% | -75.2% | -57.2% |
| YTD | -78.3% | +12.2% | -90.5% | -76.0% |
| 1Y | -30.2% | -16.3% | -14.0% | -38.5% |
| All | -30.2% | -16.2% | -14.0% | -38.5% |
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 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