+369.0%
ALL vs RMBS
+579.1%
-210.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.3% | +0.1% |
| 7D | -2.6% | +3.0% | -5.5% | -2.8% |
| 30D | +12.7% | -15.5% | +28.2% | +13.5% |
| 3M | +0.4% | -11.5% | +11.9% | +0.6% |
| 6M | +23.8% | -36.5% | +60.3% | +25.6% |
| YTD | +27.8% | -7.1% | +34.9% | +22.6% |
| 1Y | +28.9% | -18.7% | +47.5% | +25.2% |
| 3Y | +113.9% | +36.2% | +77.7% | +83.9% |
| 5Y | +157.4% | +252.0% | -94.6% | +65.1% |
| 10Y | +369.0% | +561.2% | -192.2% | +130.3% |
| All | +369.0% | +579.1% | -210.1% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling