+950.9%
MOD vs RMBS
+1,339.3%
-388.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +4.0% |
| 7D | +9.6% | -0.3% | +9.9% | +9.7% |
| 30D | 0.0% | -12.2% | +12.2% | +2.8% |
| 3M | -35.4% | -49.5% | +14.2% | -25.2% |
| 6M | -7.3% | -7.1% | -0.1% | -6.3% |
| YTD | +45.8% | -7.0% | +52.8% | +46.1% |
| 1Y | +43.1% | +13.3% | +29.8% | +37.3% |
| 3Y | +297.7% | +49.2% | +248.4% | +260.7% |
| 5Y | +1,478.8% | +250.0% | +1,228.8% | +1,124.6% |
| 10Y | +1,633.4% | +495.1% | +1,138.3% | +1,116.8% |
| All | +950.9% | +1,339.3% | -388.5% | +489.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling