+15,762.5%
MA vs RMBS
+200.1%
+15,562.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +1.8% | -8.4% | +10.2% | +2.9% |
| 30D | +11.8% | -24.9% | +36.7% | +16.3% |
| 3M | +17.2% | -15.8% | +32.9% | +18.8% |
| 6M | +33.4% | -37.5% | +70.9% | +39.0% |
| YTD | +16.1% | -12.1% | +28.3% | +10.4% |
| 1Y | +19.9% | -27.0% | +46.9% | +17.4% |
| 3Y | +70.1% | +28.8% | +41.3% | +39.6% |
| 5Y | +89.6% | +236.2% | -146.6% | +25.2% |
| 10Y | +568.4% | +546.6% | +21.8% | +281.5% |
| All | +15,762.5% | +200.1% | +15,562.3% | +7,598.5% |
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