+210.4%
MGY vs RMBS
+642.1%
-431.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.2% |
| 7D | +3.5% | +1.8% | +1.8% | +3.1% |
| 30D | +5.3% | -13.9% | +19.2% | +8.6% |
| 3M | +2.6% | -39.8% | +42.4% | +13.2% |
| 6M | -3.3% | -6.0% | +2.7% | -9.3% |
| YTD | +29.2% | -5.4% | +34.6% | +18.5% |
| 1Y | +18.0% | -1.8% | +19.8% | +4.3% |
| 3Y | +30.0% | +53.7% | -23.6% | -10.5% |
| 5Y | +92.7% | +268.5% | -175.8% | -15.7% |
| All | +210.4% | +642.1% | -431.7% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling