+35.0%
MET vs RMBS
-5.9%
+40.9%
-7.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -3.0% | -1.6% |
| 7D | +1.2% | -0.3% | +1.5% | +1.1% |
| 30D | +1.4% | -12.2% | +13.6% | +1.4% |
| 3M | +17.7% | -49.5% | +67.2% | +19.1% |
| 6M | +35.0% | -7.1% | +42.1% | +24.5% |
| All | +35.0% | -5.9% | +40.9% | +24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling