+606.1%
COST vs RMBS
+566.4%
+39.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.1% |
| 7D | -1.2% | +1.8% | -3.0% | -1.4% |
| 30D | -4.7% | -13.9% | +9.2% | -3.3% |
| 3M | -7.1% | -39.8% | +32.7% | -2.6% |
| 6M | -8.5% | -6.0% | -2.5% | -11.1% |
| YTD | +5.4% | -5.4% | +10.7% | +1.2% |
| 1Y | -5.6% | -1.8% | -3.8% | -11.2% |
| 3Y | +68.5% | +53.7% | +14.8% | +38.2% |
| 5Y | +105.2% | +268.5% | -163.3% | +33.7% |
| All | +606.1% | +566.4% | +39.6% | +281.2% |
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