+1,520.5%
MOD vs RMBS
+543.2%
+977.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -2.1% |
| 7D | +6.3% | +3.0% | +3.4% | +4.7% |
| 30D | -1.7% | -14.4% | +12.7% | +6.5% |
| 3M | -30.1% | -42.8% | +12.7% | -7.0% |
| 6M | +2.7% | -1.4% | +4.1% | -1.8% |
| YTD | +44.1% | -5.4% | +49.5% | +36.0% |
| 1Y | +38.7% | +18.6% | +20.2% | +12.8% |
| 3Y | +309.8% | +57.3% | +252.5% | +167.8% |
| 5Y | +1,569.7% | +265.7% | +1,304.0% | +557.4% |
| 10Y | +1,520.5% | +546.0% | +974.4% | +343.4% |
| All | +1,520.5% | +543.2% | +977.3% | +343.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling