+102.7%
MO vs RMBS
+265.4%
-162.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | +0.1% | +1.8% | -1.6% | +0.2% |
| 30D | +7.1% | -13.9% | +21.0% | +6.6% |
| 3M | -2.0% | -39.8% | +37.8% | -3.1% |
| 6M | +7.3% | -6.0% | +13.3% | +7.2% |
| YTD | +23.5% | -5.4% | +28.8% | +23.3% |
| 1Y | +11.0% | -1.8% | +12.8% | +10.9% |
| 3Y | +95.0% | +53.7% | +41.3% | +92.5% |
| All | +102.7% | +265.4% | -162.7% | +89.2% |
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 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