+19.0%
MSCI vs RMBS
-18.2%
+37.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -6.0% | +11.4% | +5.2% |
| 7D | +11.5% | -8.9% | +20.4% | +11.2% |
| 30D | +22.1% | -24.8% | +46.9% | +21.4% |
| 3M | +18.4% | -17.6% | +36.0% | +18.0% |
| 6M | +16.6% | -25.7% | +42.3% | +14.8% |
| YTD | +18.8% | -9.8% | +28.6% | +16.5% |
| 1Y | +19.0% | -17.4% | +36.3% | +16.3% |
| All | +19.0% | -18.2% | +37.2% | +16.3% |
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