+65.0%
MET vs RMBS
+56.5%
+8.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -0.8% | +3.5% | -4.2% | -1.1% |
| 30D | -1.4% | -8.6% | +7.2% | -0.7% |
| 3M | +12.5% | -40.3% | +52.8% | +17.6% |
| 6M | +37.1% | -1.0% | +38.1% | +32.1% |
| YTD | +23.8% | -4.6% | +28.4% | +18.9% |
| 1Y | +24.1% | +17.6% | +6.6% | +14.0% |
| All | +65.0% | +56.5% | +8.4% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling