+86.4%
META vs RMBS
+240.2%
-153.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.2% | +6.1% | +3.7% |
| 7D | +5.2% | +10.3% | -5.2% | +2.6% |
| 30D | -13.0% | -10.7% | -2.3% | -11.2% |
| 3M | +7.9% | -17.2% | +25.2% | +11.5% |
| 6M | +4.2% | -39.0% | +43.3% | +13.2% |
| YTD | -2.5% | -10.5% | +8.0% | -9.9% |
| 1Y | +5.6% | -11.0% | +16.5% | -2.8% |
| 3Y | +96.8% | +31.3% | +65.5% | +41.2% |
| All | +86.4% | +240.2% | -153.8% | -32.1% |
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