+1,946.9%
MS vs RMBS
+1,259.8%
+687.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.3% | -5.2% | +1.4% |
| 7D | +0.7% | -3.9% | +4.6% | +1.2% |
| 30D | -0.9% | -24.9% | +23.9% | +4.4% |
| 3M | -13.0% | -20.5% | +7.5% | -9.9% |
| 6M | -2.0% | -37.5% | +35.6% | +4.8% |
| YTD | +7.8% | -12.1% | +19.9% | +4.4% |
| 1Y | +17.9% | -25.0% | +42.9% | +17.5% |
| 3Y | +174.8% | +36.1% | +138.7% | +128.5% |
| 5Y | +119.9% | +236.1% | -116.3% | +47.5% |
| 10Y | +578.8% | +541.3% | +37.5% | +294.9% |
| All | +1,946.9% | +1,259.8% | +687.0% | +440.5% |
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 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