+3,644.4%
FIX vs RMBS
+536.4%
+3,108.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -13.9% | -8.4% | -5.5% | -10.3% |
| 30D | -35.5% | -24.9% | -10.7% | -26.9% |
| 3M | -33.9% | -15.8% | -18.2% | -29.0% |
| 6M | -43.3% | -37.5% | -5.8% | -32.3% |
| YTD | +18.7% | -12.1% | +30.8% | +15.6% |
| 1Y | +13.8% | -27.0% | +40.7% | +19.7% |
| 3Y | +495.0% | +28.8% | +466.1% | +348.5% |
| 5Y | +1,049.0% | +236.2% | +812.8% | +404.9% |
| 10Y | +3,644.4% | +546.6% | +3,097.8% | +977.2% |
| All | +3,644.4% | +536.4% | +3,108.0% | +977.2% |
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