+607.1%
MS vs RMBS
+512.9%
+94.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.0% | -7.5% | -2.5% |
| 7D | -1.6% | -12.0% | +10.4% | +1.6% |
| 30D | -3.8% | -33.1% | +29.4% | +7.0% |
| 3M | -14.6% | -23.7% | +9.1% | -9.4% |
| 6M | -5.1% | -42.7% | +37.6% | +6.4% |
| YTD | +4.5% | -18.9% | +23.4% | -0.4% |
| 1Y | +13.5% | -30.0% | +43.6% | +12.8% |
| 3Y | +160.4% | +28.8% | +131.6% | +84.1% |
| 5Y | +112.9% | +210.5% | -97.7% | -10.0% |
| All | +607.1% | +512.9% | +94.2% | +96.1% |
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 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