+122.2%
CMS vs RMBS
+557.5%
-435.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | +0.2% | +3.5% | -3.3% | +0.1% |
| 30D | -1.3% | -8.6% | +7.3% | -1.1% |
| 3M | -5.4% | -40.3% | +34.9% | -4.2% |
| 6M | -10.3% | -1.0% | -9.4% | -11.3% |
| YTD | -0.2% | -4.6% | +4.4% | -1.5% |
| 1Y | -0.9% | +17.6% | -18.4% | -3.5% |
| 3Y | +34.0% | +58.6% | -24.7% | +25.1% |
| 5Y | +23.6% | +270.9% | -247.4% | +0.9% |
| 10Y | +122.2% | +569.1% | -446.8% | +53.9% |
| All | +122.2% | +557.5% | -435.3% | +53.9% |
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 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