+7.6%
MOS vs RMBS
+512.9%
-505.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.0% | -6.8% | -1.4% |
| 7D | +21.6% | -12.0% | +33.5% | +23.9% |
| 30D | +12.0% | -33.1% | +45.1% | +21.0% |
| 3M | -3.9% | -23.7% | +19.8% | -0.1% |
| 6M | -3.3% | -42.7% | +39.4% | +5.0% |
| YTD | -4.6% | -18.9% | +14.2% | -10.0% |
| 1Y | -7.0% | -30.0% | +23.0% | -9.2% |
| 3Y | -24.4% | +28.8% | -53.2% | -46.4% |
| 5Y | -32.1% | +210.5% | -242.7% | -71.5% |
| All | +7.6% | +512.9% | -505.3% | -67.0% |
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 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