-33.1%
BAX vs RMBS
+534.0%
-567.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.6% |
| 7D | +0.1% | +10.3% | -10.3% | -1.1% |
| 30D | +4.1% | -10.7% | +14.8% | +5.0% |
| 3M | -4.5% | -17.2% | +12.7% | -3.2% |
| 6M | +49.2% | -39.0% | +88.3% | +54.8% |
| YTD | +35.2% | -10.5% | +45.8% | +30.8% |
| 1Y | +38.3% | -11.0% | +49.3% | +33.4% |
| 3Y | -19.0% | +31.3% | -50.4% | -29.7% |
| 5Y | -64.2% | +242.8% | -306.9% | -75.2% |
| All | -33.1% | +534.0% | -567.1% | -63.3% |
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