+82.3%
MET vs RMBS
+269.8%
-187.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -0.8% | +3.5% | -4.2% | -1.2% |
| 30D | -1.4% | -8.6% | +7.2% | -0.5% |
| 3M | +12.5% | -40.3% | +52.8% | +18.8% |
| 6M | +37.1% | -1.0% | +38.1% | +31.6% |
| YTD | +23.8% | -4.6% | +28.4% | +18.5% |
| 1Y | +24.1% | +17.6% | +6.6% | +12.9% |
| 3Y | +65.2% | +58.6% | +6.6% | +34.1% |
| 5Y | +82.3% | +270.9% | -188.7% | +15.7% |
| All | +82.3% | +269.8% | -187.6% | +15.7% |
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