+211.9%
B vs RMBS
+557.5%
-345.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | +1.0% | +3.5% | -2.4% | +0.6% |
| 30D | +9.5% | -8.6% | +18.1% | +10.8% |
| 3M | +14.3% | -40.3% | +54.6% | +21.9% |
| 6M | -1.9% | -1.0% | -0.9% | -2.8% |
| YTD | +4.1% | -4.6% | +8.7% | +3.0% |
| 1Y | +56.1% | +17.6% | +38.5% | +49.6% |
| 3Y | +202.0% | +58.6% | +143.4% | +168.0% |
| 5Y | +158.8% | +270.9% | -112.1% | +98.7% |
| 10Y | +211.9% | +569.1% | -357.2% | +120.0% |
| All | +211.9% | +557.5% | -345.6% | +120.0% |
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