+62.8%
META vs RMBS
+250.7%
-187.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | +6.7% | -0.3% | +7.1% | +6.8% |
| 30D | +4.8% | -12.2% | +16.9% | +7.8% |
| 3M | -1.6% | -49.5% | +47.9% | +14.6% |
| 6M | -7.5% | -7.1% | -0.3% | -12.0% |
| YTD | -6.4% | -7.0% | +0.6% | -13.4% |
| 1Y | -17.3% | +13.3% | -30.7% | -30.4% |
| 3Y | +109.9% | +49.2% | +60.7% | +43.6% |
| All | +62.8% | +250.7% | -187.9% | -39.9% |
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