+30.3%
EMB vs RMBS
+56.5%
-26.2%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | 0.0% | +3.5% | -3.4% | -0.1% |
| 30D | -0.3% | -8.6% | +8.3% | 0.0% |
| 3M | -0.3% | -40.3% | +40.0% | +1.4% |
| 6M | +0.7% | -1.0% | +1.7% | 0.0% |
| YTD | +1.3% | -4.6% | +5.9% | +0.3% |
| 1Y | +4.7% | +17.6% | -12.9% | +2.3% |
| All | +30.3% | +56.5% | -26.2% | +23.8% |
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