+160.8%
EXC vs RMBS
+557.5%
-396.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.6% |
| 7D | +0.3% | +3.5% | -3.1% | +0.1% |
| 30D | -0.9% | -8.6% | +7.7% | -0.3% |
| 3M | -2.7% | -40.3% | +37.6% | +0.3% |
| 6M | -9.4% | -1.0% | -8.4% | -11.4% |
| YTD | +3.0% | -4.6% | +7.6% | +0.3% |
| 1Y | +5.1% | +17.6% | -12.4% | -0.8% |
| 3Y | +20.6% | +58.6% | -38.0% | +3.7% |
| 5Y | +45.7% | +270.9% | -225.2% | -3.6% |
| 10Y | +160.8% | +569.1% | -408.3% | +35.3% |
| All | +160.8% | +557.5% | -396.7% | +35.3% |
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