+223.1%
BMNR vs RMBS
+50.6%
+172.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +2.7% |
| 7D | +0.2% | +1.8% | -1.5% | -0.5% |
| 30D | +39.9% | -13.9% | +53.8% | +48.0% |
| 3M | +51.5% | -39.8% | +91.3% | +81.1% |
| 6M | +18.9% | -6.0% | +24.9% | +9.4% |
| YTD | -7.8% | -5.4% | -2.5% | -15.4% |
| 1Y | -47.6% | -1.8% | -45.8% | -46.3% |
| All | +223.1% | +50.6% | +172.4% | +489.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling