+211.7%
MRSH vs RMBS
+566.4%
-354.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -4.8% | +1.8% | -6.5% | -4.9% |
| 30D | -6.3% | -13.9% | +7.6% | -5.3% |
| 3M | +5.8% | -39.8% | +45.6% | +9.6% |
| 6M | +2.8% | -6.0% | +8.8% | -0.3% |
| YTD | -3.1% | -5.4% | +2.2% | -7.2% |
| 1Y | -11.3% | -1.8% | -9.4% | -16.6% |
| 3Y | -5.0% | +53.7% | -58.6% | -22.4% |
| 5Y | +19.2% | +268.5% | -249.3% | -26.1% |
| All | +211.7% | +566.4% | -354.8% | +56.2% |
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