-83.1%
FRMI vs RMBS
-14.7%
-68.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.4% |
| 7D | +7.4% | +1.8% | +5.7% | +6.8% |
| 30D | -27.6% | -13.9% | -13.7% | -23.5% |
| 3M | -20.9% | -39.8% | +18.9% | -7.8% |
| 6M | -36.6% | -6.0% | -30.6% | -43.3% |
| YTD | -31.3% | -5.4% | -25.9% | -41.6% |
| All | -83.1% | -14.7% | -68.4% | -84.0% |
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 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