+1,285.4%
MET vs RMBS
+63.6%
+1,221.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.2% |
| 7D | +4.5% | +10.3% | -5.9% | +2.9% |
| 30D | +3.5% | -10.7% | +14.3% | +4.7% |
| 3M | +5.9% | -17.2% | +23.2% | +7.7% |
| 6M | +33.1% | -39.0% | +72.1% | +39.2% |
| YTD | +33.6% | -10.5% | +44.1% | +28.9% |
| 1Y | +32.7% | -11.0% | +43.7% | +27.8% |
| 3Y | +85.0% | +31.3% | +53.7% | +59.3% |
| 5Y | +85.6% | +242.8% | -157.2% | +34.2% |
| 10Y | +198.8% | +536.9% | -338.1% | +94.6% |
| All | +1,285.4% | +63.6% | +1,221.8% | +624.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling