+5,993.3%
FIX vs RMBS
+543.2%
+5,450.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.7% |
| 7D | +6.1% | +3.0% | +3.1% | +4.8% |
| 30D | -2.7% | -14.4% | +11.7% | +3.8% |
| 3M | -10.9% | -42.8% | +31.9% | +11.5% |
| 6M | +29.0% | -1.4% | +30.4% | +23.3% |
| YTD | +76.9% | -5.4% | +82.3% | +67.0% |
| 1Y | +130.7% | +18.6% | +112.2% | +94.1% |
| 3Y | +790.7% | +57.3% | +733.4% | +510.1% |
| 5Y | +2,185.6% | +265.7% | +1,919.9% | +869.2% |
| 10Y | +5,993.3% | +546.0% | +5,447.3% | +1,778.0% |
| All | +5,993.3% | +543.2% | +5,450.1% | +1,778.0% |
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 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