-99.3%
MSTZ vs RACE
-6.8%
-92.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -2.3% | +20.0% | +15.3% |
| 7D | +13.4% | +5.7% | +7.7% | +21.3% |
| 30D | +37.5% | +9.3% | +28.2% | +52.9% |
| 3M | -69.9% | +3.8% | -73.8% | -67.6% |
| 6M | -32.0% | +29.8% | -61.8% | -7.5% |
| YTD | -81.2% | +15.6% | -96.8% | -77.3% |
| 1Y | -56.1% | +5.1% | -61.1% | -53.0% |
| All | -99.3% | -6.8% | -92.5% | -99.0% |
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