+3,800.0%
FIX vs RMBS
+571.2%
+3,228.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.3% | +1.1% | +5.8% |
| 7D | -7.2% | -3.9% | -3.3% | -5.2% |
| 30D | -35.1% | -24.9% | -10.2% | -26.4% |
| 3M | -34.3% | -20.5% | -13.8% | -27.7% |
| 6M | -42.9% | -37.5% | -5.4% | -31.8% |
| YTD | +19.5% | -12.1% | +31.6% | +16.4% |
| 1Y | +16.8% | -25.0% | +41.8% | +21.5% |
| 3Y | +506.7% | +36.1% | +470.6% | +346.4% |
| 5Y | +1,046.7% | +236.1% | +810.6% | +404.3% |
| 10Y | +3,800.0% | +541.3% | +3,258.7% | +1,036.4% |
| All | +3,800.0% | +571.2% | +3,228.8% | +1,036.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling