+631.0%
MSCI vs RMBS
+557.5%
+73.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -1.1% | +3.5% | -4.5% | -1.8% |
| 30D | -1.2% | -8.6% | +7.4% | +0.4% |
| 3M | -8.4% | -40.3% | +31.9% | +0.3% |
| 6M | -1.0% | -1.0% | -0.1% | -8.2% |
| YTD | -2.3% | -4.6% | +2.3% | -9.7% |
| 1Y | -1.2% | +17.6% | -18.7% | -17.2% |
| 3Y | +7.9% | +58.6% | -50.7% | -27.3% |
| 5Y | -10.1% | +270.9% | -281.0% | -60.7% |
| 10Y | +631.0% | +569.1% | +61.9% | +119.7% |
| All | +631.0% | +557.5% | +73.4% | +119.7% |
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