+137.1%
MOD vs RMBS
+28.3%
+108.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.0% | -1.2% | +2.0% |
| 7D | -25.5% | -12.0% | -13.6% | -20.1% |
| 30D | -49.0% | -33.1% | -15.9% | -36.8% |
| 3M | -49.8% | -23.7% | -26.1% | -42.5% |
| 6M | -64.8% | -42.7% | -22.1% | -53.6% |
| YTD | -27.6% | -18.9% | -8.7% | -27.0% |
| 1Y | -35.2% | -30.0% | -5.2% | -28.4% |
| 3Y | +137.1% | +28.8% | +108.3% | +64.3% |
| All | +137.1% | +28.3% | +108.9% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling