+15,689.5%
MA vs RMBS
+200.0%
+15,489.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.3% | -7.9% | -0.9% |
| 7D | -0.3% | -3.9% | +3.5% | -0.1% |
| 30D | +11.3% | -24.9% | +36.2% | +15.7% |
| 3M | +16.7% | -20.5% | +37.1% | +19.4% |
| 6M | +32.8% | -37.5% | +70.3% | +38.4% |
| YTD | +15.6% | -12.1% | +27.7% | +9.9% |
| 1Y | +19.6% | -25.0% | +44.6% | +16.5% |
| 3Y | +72.1% | +36.1% | +36.0% | +39.7% |
| 5Y | +96.0% | +236.1% | -140.1% | +29.4% |
| 10Y | +554.8% | +541.3% | +13.5% | +274.1% |
| All | +15,689.5% | +200.0% | +15,489.5% | +7,563.4% |
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