+34.8%
FAST vs RMBS
-27.4%
+62.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.3% | -5.4% | +2.6% |
| 7D | +3.8% | -3.9% | +7.7% | +3.9% |
| 30D | +8.1% | -24.9% | +32.9% | +9.4% |
| 3M | +5.8% | -20.5% | +26.3% | +6.6% |
| 6M | +24.9% | -37.5% | +62.4% | +27.2% |
| YTD | +38.9% | -12.1% | +51.1% | +34.0% |
| All | +34.8% | -27.4% | +62.2% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling