+1.9%
META vs RMBS
-27.4%
+29.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.3% | -3.2% | +4.2% |
| 7D | +5.7% | -3.9% | +9.6% | +5.9% |
| 30D | -10.8% | -24.9% | +14.1% | -8.7% |
| 3M | +8.4% | -20.5% | +28.9% | +10.0% |
| 6M | +5.4% | -37.5% | +42.9% | +8.6% |
| YTD | -2.6% | -12.1% | +9.5% | -5.5% |
| All | +1.9% | -27.4% | +29.3% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling