+833.2%
MOD vs RMBS
+249.7%
+583.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.3% |
| 7D | +16.1% | +21.9% | -5.8% | +4.6% |
| 30D | -38.5% | -13.4% | -25.1% | -33.5% |
| 3M | -46.8% | -15.9% | -30.9% | -42.1% |
| 6M | -61.6% | -34.8% | -26.8% | -52.7% |
| YTD | -20.5% | -7.5% | -13.0% | -24.7% |
| 1Y | -28.0% | -16.9% | -11.2% | -27.1% |
| 3Y | +134.9% | +35.5% | +99.4% | +64.3% |
| 5Y | +833.2% | +254.2% | +579.0% | +243.0% |
| All | +833.2% | +249.7% | +583.5% | +243.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling