+321.2%
MOD vs RMBS
+51.0%
+270.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.6% |
| 7D | +9.6% | -0.3% | +9.9% | +9.7% |
| 30D | 0.0% | -12.2% | +12.2% | +6.8% |
| 3M | -35.4% | -49.5% | +14.2% | -9.3% |
| 6M | -7.3% | -7.1% | -0.1% | -8.5% |
| YTD | +45.8% | -7.0% | +52.8% | +37.9% |
| 1Y | +43.1% | +13.3% | +29.8% | +18.1% |
| All | +321.2% | +51.0% | +270.2% | +192.7% |
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