+208.6%
B vs RMBS
+536.4%
-327.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | +7.1% | -8.4% | +15.5% | +8.0% |
| 30D | -3.3% | -24.9% | +21.5% | +0.1% |
| 3M | -2.5% | -15.8% | +13.2% | -0.9% |
| 6M | -7.2% | -37.5% | +30.3% | -2.5% |
| YTD | -7.4% | -12.1% | +4.8% | -7.9% |
| 1Y | +16.4% | -27.0% | +43.4% | +18.0% |
| 3Y | +178.7% | +28.8% | +149.9% | +153.5% |
| 5Y | +121.7% | +236.2% | -114.5% | +71.2% |
| 10Y | +208.6% | +546.6% | -338.0% | +118.6% |
| All | +208.6% | +536.4% | -327.8% | +118.6% |
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