+513.2%
MA vs RMBS
+557.5%
-44.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -3.5% | +3.5% | -7.0% | -4.1% |
| 30D | +0.8% | -8.6% | +9.4% | +2.2% |
| 3M | +14.8% | -40.3% | +55.1% | +24.3% |
| 6M | +10.0% | -1.0% | +11.0% | +3.0% |
| YTD | -0.1% | -4.6% | +4.5% | -7.4% |
| 1Y | -2.2% | +17.6% | -19.8% | -16.6% |
| 3Y | +39.3% | +58.6% | -19.4% | -2.7% |
| 5Y | +66.3% | +270.9% | -204.6% | -24.3% |
| 10Y | +513.2% | +569.1% | -55.9% | +90.6% |
| All | +513.2% | +557.5% | -44.3% | +90.6% |
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