+966.8%
MOD vs RMBS
+571.2%
+395.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.3% | +1.5% | +5.4% |
| 7D | -13.9% | -3.9% | -10.0% | -11.8% |
| 30D | -41.5% | -24.9% | -16.7% | -31.9% |
| 3M | -45.7% | -20.5% | -25.3% | -39.1% |
| 6M | -61.1% | -37.5% | -23.6% | -51.0% |
| YTD | -20.5% | -12.1% | -8.4% | -22.3% |
| 1Y | -32.1% | -25.0% | -7.1% | -27.2% |
| 3Y | +146.5% | +36.1% | +110.4% | +75.0% |
| 5Y | +812.7% | +236.1% | +576.6% | +275.7% |
| 10Y | +966.8% | +541.3% | +425.5% | +202.9% |
| All | +966.8% | +571.2% | +395.7% | +202.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling