+105.3%
FAST vs RMBS
+208.7%
-103.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.0% | -6.8% | -0.6% |
| 7D | +2.1% | -12.0% | +14.0% | +3.3% |
| 30D | +6.9% | -33.1% | +40.0% | +11.3% |
| 3M | +4.8% | -23.7% | +28.5% | +7.2% |
| 6M | +19.8% | -42.7% | +62.5% | +25.2% |
| YTD | +34.9% | -18.9% | +53.8% | +31.7% |
| 1Y | +32.8% | -30.0% | +62.8% | +31.9% |
| 3Y | +93.7% | +28.8% | +64.9% | +63.0% |
| All | +105.3% | +208.7% | -103.4% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling