+214.8%
B vs RMBS
+534.0%
-319.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | -0.2% |
| 7D | -7.3% | +10.3% | -17.7% | -8.6% |
| 30D | -3.3% | -10.7% | +7.4% | -2.3% |
| 3M | -7.8% | -17.2% | +9.5% | -6.1% |
| 6M | -15.5% | -39.0% | +23.5% | -11.0% |
| YTD | -12.3% | -10.5% | -1.7% | -13.0% |
| 1Y | +5.4% | -11.0% | +16.3% | +4.3% |
| 3Y | +165.5% | +31.3% | +134.2% | +140.5% |
| 5Y | +107.0% | +242.8% | -135.7% | +58.7% |
| All | +214.8% | +534.0% | -319.2% | +116.7% |
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