+19.4%
MKSI vs RMBS
-2.7%
+22.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.0% |
| 7D | +2.7% | +1.8% | +0.9% | +1.7% |
| 30D | -12.8% | -13.9% | +1.1% | -5.2% |
| 3M | -22.5% | -39.8% | +17.3% | -1.8% |
| 6M | +19.4% | -6.0% | +25.4% | +11.2% |
| All | +19.4% | -2.7% | +22.1% | +11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling