+43.1%
MOD vs RMBS
+16.3%
+26.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.7% |
| 7D | +9.6% | -0.3% | +9.9% | +9.7% |
| 30D | 0.0% | -12.2% | +12.2% | +6.0% |
| 3M | -35.4% | -49.5% | +14.2% | -14.6% |
| 6M | -7.3% | -7.1% | -0.1% | -6.1% |
| YTD | +45.8% | -7.0% | +52.8% | +40.0% |
| 1Y | +43.1% | +13.3% | +29.8% | +39.6% |
| All | +43.1% | +16.3% | +26.9% | +39.6% |
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