+406.7%
BNY vs RMBS
+566.4%
-159.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | -1.3% | +1.8% | -3.1% | -1.7% |
| 30D | -0.2% | -13.9% | +13.7% | +2.7% |
| 3M | +14.9% | -39.8% | +54.7% | +25.8% |
| 6M | +40.0% | -6.0% | +46.0% | +34.3% |
| YTD | +42.0% | -5.4% | +47.3% | +34.1% |
| 1Y | +56.9% | -1.8% | +58.7% | +44.1% |
| 3Y | +289.9% | +53.7% | +236.2% | +191.1% |
| 5Y | +259.2% | +268.5% | -9.3% | +86.0% |
| All | +406.7% | +566.4% | -159.7% | +94.2% |
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