+7,843.3%
FIX vs RMBS
+534.3%
+7,309.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.0% | -1.5% | +4.4% |
| 7D | -17.5% | -12.0% | -5.5% | -15.6% |
| 30D | -41.6% | -33.1% | -8.4% | -37.7% |
| 3M | -40.6% | -23.7% | -16.9% | -38.0% |
| 6M | -49.4% | -42.7% | -6.7% | -45.0% |
| YTD | +9.2% | -18.9% | +28.1% | +11.3% |
| 1Y | +6.5% | -30.0% | +36.5% | +10.9% |
| 3Y | +448.7% | +28.8% | +419.9% | +418.0% |
| 5Y | +948.7% | +210.5% | +738.2% | +778.5% |
| 10Y | +3,659.7% | +524.7% | +3,135.0% | +2,793.5% |
| All | +7,843.3% | +534.3% | +7,309.0% | +4,623.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling