-56.1%
MSTZ vs RACE
+5.8%
-61.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -2.3% | +20.0% | +16.0% |
| 7D | +13.4% | +5.7% | +7.7% | +18.4% |
| 30D | +37.5% | +9.3% | +28.2% | +47.1% |
| 3M | -69.9% | +3.8% | -73.8% | -68.5% |
| 6M | -32.0% | +29.8% | -61.8% | -22.8% |
| YTD | -81.2% | +15.6% | -96.8% | -77.8% |
| 1Y | -56.1% | +5.1% | -61.1% | -49.5% |
| All | -56.1% | +5.8% | -61.8% | -49.5% |
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