-11.4%
MSCI vs RMBS
+260.2%
-271.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.4% | -4.0% |
| 7D | -2.1% | +3.0% | -5.0% | -2.4% |
| 30D | -1.7% | -14.4% | +12.7% | 0.0% |
| 3M | -8.2% | -42.8% | +34.6% | -2.1% |
| 6M | -2.4% | -1.4% | -1.0% | -7.6% |
| YTD | -2.8% | -5.4% | +2.6% | -8.0% |
| 1Y | -2.7% | +18.6% | -21.2% | -14.6% |
| 3Y | +7.3% | +57.3% | -50.0% | -20.4% |
| 5Y | -11.4% | +265.7% | -277.1% | -60.6% |
| All | -11.4% | +260.2% | -271.7% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling