+6,282.3%
FAST vs RMBS
+1,155.2%
+5,127.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.0% | -6.8% | -0.6% |
| 7D | +2.1% | -12.0% | +14.0% | +3.2% |
| 30D | +6.9% | -33.1% | +40.0% | +11.0% |
| 3M | +4.8% | -23.7% | +28.5% | +7.1% |
| 6M | +19.8% | -42.7% | +62.5% | +24.8% |
| YTD | +34.9% | -18.9% | +53.8% | +33.5% |
| 1Y | +32.8% | -30.0% | +62.8% | +33.1% |
| 3Y | +93.7% | +28.8% | +64.9% | +75.6% |
| 5Y | +105.3% | +210.5% | -105.2% | +66.9% |
| 10Y | +595.4% | +524.7% | +70.6% | +420.2% |
| All | +6,282.3% | +1,155.2% | +5,127.1% | +3,093.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling