-14.9%
BAX vs RMBS
+34.6%
-49.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.6% | -8.4% | +12.1% | +4.2% |
| 30D | +8.5% | -24.9% | +33.4% | +10.6% |
| 3M | -4.9% | -15.8% | +10.9% | -4.1% |
| 6M | +47.0% | -37.5% | +84.5% | +50.2% |
| YTD | +38.4% | -12.1% | +50.6% | +34.3% |
| 1Y | +49.1% | -27.0% | +76.1% | +46.9% |
| 3Y | -14.9% | +28.8% | -43.7% | -24.7% |
| All | -14.9% | +34.6% | -49.5% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling