-32.6%
MOD vs RMBS
-18.2%
-14.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -6.0% | -15.4% | -18.3% |
| 7D | -31.3% | -8.9% | -22.4% | -27.4% |
| 30D | -46.1% | -24.8% | -21.3% | -37.3% |
| 3M | -51.1% | -17.6% | -33.6% | -46.1% |
| 6M | -62.1% | -25.7% | -36.4% | -55.8% |
| YTD | -26.2% | -9.8% | -16.4% | -35.9% |
| 1Y | -32.6% | -17.4% | -15.2% | -35.4% |
| All | -32.6% | -18.2% | -14.4% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling