+5.0%
MOS vs RMBS
+1,339.3%
-1,334.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.2% |
| 7D | +9.5% | -0.3% | +9.9% | +9.6% |
| 30D | +10.4% | -12.2% | +22.6% | +12.0% |
| 3M | +12.9% | -49.5% | +62.4% | +21.6% |
| 6M | +1.2% | -7.1% | +8.4% | -0.2% |
| YTD | +9.3% | -7.0% | +16.3% | +6.9% |
| 1Y | -18.0% | +13.3% | -31.3% | -22.6% |
| 3Y | -29.0% | +49.2% | -78.3% | -37.6% |
| 5Y | -9.6% | +250.0% | -259.5% | -29.4% |
| 10Y | +6.1% | +495.1% | -489.1% | -22.6% |
| All | +5.0% | +1,339.3% | -1,334.3% | -40.1% |
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 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