+89.0%
MGY vs RMBS
+265.4%
-176.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | +3.5% | +1.8% | +1.8% | +3.3% |
| 30D | +5.3% | -13.9% | +19.2% | +7.4% |
| 3M | +2.6% | -39.8% | +42.4% | +9.5% |
| 6M | -3.3% | -6.0% | +2.7% | -7.6% |
| YTD | +29.2% | -5.4% | +34.6% | +21.4% |
| 1Y | +18.0% | -1.8% | +19.8% | +8.0% |
| 3Y | +30.0% | +53.7% | -23.6% | -0.7% |
| All | +89.0% | +265.4% | -176.4% | +5.9% |
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