+243.8%
MET vs RMBS
+566.4%
-322.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | 0.0% |
| 7D | -0.5% | +1.8% | -2.3% | -0.9% |
| 30D | +0.5% | -13.9% | +14.4% | +3.5% |
| 3M | +11.6% | -39.8% | +51.4% | +22.6% |
| 6M | +40.8% | -6.0% | +46.8% | +33.5% |
| YTD | +25.7% | -5.4% | +31.0% | +16.9% |
| 1Y | +24.4% | -1.8% | +26.2% | +11.7% |
| 3Y | +67.5% | +53.7% | +13.8% | +17.8% |
| 5Y | +85.8% | +268.5% | -182.7% | -17.1% |
| All | +243.8% | +566.4% | -322.7% | +8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling