+2,498.9%
MAR vs RMBS
+738.9%
+1,760.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -4.2% | -0.3% | -3.8% | -4.1% |
| 30D | -6.7% | -12.2% | +5.5% | -5.4% |
| 3M | -12.5% | -49.5% | +37.1% | -6.4% |
| 6M | +0.6% | -7.1% | +7.7% | -0.8% |
| YTD | +9.1% | -7.0% | +16.1% | +6.9% |
| 1Y | +26.2% | +13.3% | +12.9% | +19.7% |
| 3Y | +68.2% | +49.2% | +18.9% | +50.4% |
| 5Y | +163.9% | +250.0% | -86.0% | +113.2% |
| 10Y | +420.6% | +495.1% | -74.6% | +293.1% |
| All | +2,498.9% | +738.9% | +1,760.1% | +1,392.5% |
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