-32.8%
MOS vs RMBS
+208.7%
-241.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.0% | -6.8% | -0.6% |
| 7D | +21.6% | -12.0% | +33.5% | +22.8% |
| 30D | +12.0% | -33.1% | +45.1% | +16.8% |
| 3M | -3.9% | -23.7% | +19.8% | -1.8% |
| 6M | -3.3% | -42.7% | +39.4% | +1.4% |
| YTD | -4.6% | -18.9% | +14.2% | -7.5% |
| 1Y | -7.0% | -30.0% | +23.0% | -8.0% |
| 3Y | -24.4% | +28.8% | -53.2% | -37.7% |
| All | -32.8% | +208.7% | -241.5% | -64.0% |
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