+122.9%
FIX vs RMBS
+16.3%
+106.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.4% |
| 7D | +6.0% | -0.3% | +6.4% | +6.2% |
| 30D | -7.2% | -12.2% | +4.9% | -2.7% |
| 3M | -15.9% | -49.5% | +33.7% | +5.4% |
| 6M | +12.7% | -7.1% | +19.9% | +10.3% |
| YTD | +72.8% | -7.0% | +79.8% | +61.3% |
| 1Y | +122.9% | +13.3% | +109.6% | +95.1% |
| All | +122.9% | +16.3% | +106.6% | +95.1% |
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