+107.2%
FAST vs RMBS
+250.7%
-143.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.6% |
| 7D | -0.4% | -0.3% | 0.0% | -0.3% |
| 30D | -0.8% | -12.2% | +11.4% | +0.6% |
| 3M | +5.8% | -49.5% | +55.3% | +13.8% |
| 6M | +8.0% | -7.1% | +15.1% | +5.6% |
| YTD | +25.6% | -7.0% | +32.6% | +21.7% |
| 1Y | +0.8% | +13.3% | -12.5% | -6.8% |
| 3Y | +86.1% | +49.2% | +36.9% | +53.9% |
| All | +107.2% | +250.7% | -143.5% | +22.3% |
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 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