+85.7%
MET vs RMBS
+240.2%
-154.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.1% |
| 7D | +4.5% | +10.3% | -5.9% | +3.3% |
| 30D | +3.5% | -10.7% | +14.3% | +4.4% |
| 3M | +5.9% | -17.2% | +23.2% | +7.3% |
| 6M | +33.1% | -39.0% | +72.1% | +37.9% |
| YTD | +33.6% | -10.5% | +44.1% | +27.8% |
| 1Y | +32.7% | -11.0% | +43.7% | +26.7% |
| 3Y | +85.0% | +31.3% | +53.7% | +54.5% |
| All | +85.7% | +240.2% | -154.5% | +15.2% |
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 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