+108.3%
META vs RMBS
+53.3%
+55.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | +6.7% | -0.3% | +7.1% | +6.8% |
| 30D | +4.8% | -12.2% | +16.9% | +7.0% |
| 3M | -1.6% | -49.5% | +47.9% | +10.4% |
| 6M | -7.5% | -7.1% | -0.3% | -10.9% |
| YTD | -6.4% | -7.0% | +0.6% | -11.7% |
| 1Y | -17.3% | +13.3% | -30.7% | -27.4% |
| All | +108.3% | +53.3% | +55.0% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling