+948.1%
FIX vs RMBS
+208.7%
+739.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.0% | -1.5% | +2.7% |
| 7D | -17.5% | -12.0% | -5.5% | -12.8% |
| 30D | -41.6% | -33.1% | -8.4% | -31.3% |
| 3M | -40.6% | -23.7% | -16.9% | -34.0% |
| 6M | -49.4% | -42.7% | -6.7% | -38.2% |
| YTD | +9.2% | -18.9% | +28.1% | +10.4% |
| 1Y | +6.5% | -30.0% | +36.5% | +13.8% |
| 3Y | +448.7% | +28.8% | +419.9% | +330.7% |
| All | +948.1% | +208.7% | +739.3% | +445.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling