-30.8%
MOS vs RMBS
+36.5%
-67.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.5% |
| 7D | -2.6% | +21.9% | -24.5% | -4.0% |
| 30D | +13.5% | -13.4% | +26.9% | +14.4% |
| 3M | -2.9% | -15.9% | +13.0% | -2.1% |
| 6M | -1.0% | -34.8% | +33.8% | +1.6% |
| YTD | -7.2% | -7.5% | +0.3% | -10.4% |
| 1Y | -11.4% | -16.9% | +5.5% | -13.6% |
| All | -30.8% | +36.5% | -67.2% | -42.5% |
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