-32.0%
MSTZ vs RACE
+26.7%
-58.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -2.3% | +20.0% | +15.1% |
| 7D | +13.4% | +5.7% | +7.7% | +21.2% |
| 30D | +37.5% | +9.3% | +28.2% | +52.6% |
| 3M | -69.9% | +3.8% | -73.8% | -67.5% |
| 6M | -32.0% | +29.8% | -61.8% | -20.8% |
| All | -32.0% | +26.7% | -58.6% | -20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling