+191.5%
MAGS vs RMBS
+69.6%
+122.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | +0.5% | -0.3% | +0.9% | +0.6% |
| 30D | +1.5% | -12.2% | +13.7% | +4.0% |
| 3M | +0.5% | -49.5% | +50.0% | +14.4% |
| 6M | +11.6% | -7.1% | +18.7% | +7.3% |
| YTD | +5.3% | -7.0% | +12.3% | -0.9% |
| 1Y | +14.9% | +13.3% | +1.5% | -0.1% |
| 3Y | +128.9% | +49.2% | +79.6% | +72.5% |
| All | +191.5% | +69.6% | +122.0% | +113.9% |
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 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