+6.3%
MAGS vs RMBS
-18.2%
+24.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.0% | +8.2% | +2.9% |
| 7D | -1.4% | -8.9% | +7.6% | -0.4% |
| 30D | -4.4% | -24.8% | +20.5% | -1.6% |
| 3M | +1.9% | -17.6% | +19.5% | +3.6% |
| 6M | +4.9% | -25.7% | +30.6% | +6.8% |
| YTD | +6.5% | -9.8% | +16.3% | +2.1% |
| 1Y | +6.3% | -17.4% | +23.7% | +2.9% |
| All | +6.3% | -18.2% | +24.5% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling