+149.4%
MAR vs RMBS
+265.4%
-116.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | -0.5% | +1.8% | -2.3% | -0.9% |
| 30D | -5.4% | -13.9% | +8.5% | -3.0% |
| 3M | -15.5% | -39.8% | +24.3% | -8.4% |
| 6M | +3.0% | -6.0% | +9.0% | -1.0% |
| YTD | +8.5% | -5.4% | +13.9% | +2.3% |
| 1Y | +26.0% | -1.8% | +27.8% | +15.3% |
| 3Y | +68.6% | +53.7% | +14.9% | +26.0% |
| All | +149.4% | +265.4% | -116.0% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling