-34.4%
MOS vs RMBS
+240.2%
-274.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +4.0% | +1.1% |
| 7D | -2.0% | +10.3% | -12.3% | -3.1% |
| 30D | +15.3% | -10.7% | +26.0% | +16.1% |
| 3M | +1.5% | -17.2% | +18.7% | +2.8% |
| 6M | -2.0% | -39.0% | +37.0% | +2.2% |
| YTD | -6.5% | -10.5% | +4.0% | -10.3% |
| 1Y | -11.1% | -11.0% | -0.1% | -15.0% |
| 3Y | -30.3% | +31.3% | -61.6% | -42.0% |
| All | -34.4% | +240.2% | -274.6% | -65.1% |
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