+1,513.7%
MRSH vs RMBS
+1,376.2%
+137.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -5.9% | +3.5% | -9.3% | -6.1% |
| 30D | -7.3% | -8.6% | +1.3% | -6.8% |
| 3M | +7.4% | -40.3% | +47.8% | +11.0% |
| 6M | -0.7% | -1.0% | +0.3% | -2.7% |
| YTD | -3.2% | -4.6% | +1.5% | -5.4% |
| 1Y | -10.6% | +17.6% | -28.2% | -14.9% |
| 3Y | -4.6% | +58.6% | -63.2% | -14.1% |
| 5Y | +19.3% | +270.9% | -251.6% | -1.4% |
| 10Y | +217.3% | +569.1% | -351.8% | +145.7% |
| All | +1,513.7% | +1,376.2% | +137.5% | +720.9% |
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