+181.3%
MS vs RMBS
+51.0%
+130.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | 0.0% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | -0.3% | -12.2% | +11.9% | +2.0% |
| 3M | +0.3% | -49.5% | +49.8% | +12.4% |
| 6M | +31.3% | -7.1% | +38.5% | +27.0% |
| YTD | +24.7% | -7.0% | +31.7% | +19.0% |
| 1Y | +47.9% | +13.3% | +34.6% | +32.5% |
| All | +181.3% | +51.0% | +130.3% | +123.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling