+20.9%
MS vs RMBS
-18.2%
+39.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.0% | +10.2% | +5.0% |
| 7D | +2.6% | -8.9% | +11.6% | +3.8% |
| 30D | +2.6% | -24.8% | +27.4% | +6.3% |
| 3M | -10.1% | -17.6% | +7.5% | -8.3% |
| 6M | +4.4% | -25.7% | +30.0% | +6.2% |
| YTD | +11.7% | -9.8% | +21.5% | +5.2% |
| 1Y | +20.9% | -17.4% | +38.3% | +15.1% |
| All | +20.9% | -18.2% | +39.2% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling