+364.8%
ALL vs RMBS
+557.5%
-192.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | 0.0% |
| 7D | -2.2% | +3.5% | -5.7% | -2.4% |
| 30D | -5.6% | -8.6% | +3.0% | -5.1% |
| 3M | +17.2% | -40.3% | +57.6% | +20.9% |
| 6M | +23.2% | -1.0% | +24.2% | +19.4% |
| YTD | +23.6% | -4.6% | +28.2% | +19.0% |
| 1Y | +29.2% | +17.6% | +11.6% | +19.7% |
| 3Y | +153.8% | +58.6% | +95.2% | +112.1% |
| 5Y | +116.1% | +270.9% | -154.8% | +38.4% |
| 10Y | +364.8% | +569.1% | -204.3% | +133.1% |
| All | +364.8% | +557.5% | -192.7% | +133.1% |
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