+3.8%
MSCI vs RMBS
+208.7%
-204.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.0% | -9.2% | -3.1% |
| 7D | +2.8% | -12.0% | +14.8% | +4.1% |
| 30D | +15.4% | -33.1% | +48.6% | +20.5% |
| 3M | +13.4% | -23.7% | +37.1% | +16.0% |
| 6M | +10.9% | -42.7% | +53.6% | +15.6% |
| YTD | +13.0% | -18.9% | +31.9% | +8.0% |
| 1Y | +12.0% | -30.0% | +42.0% | +9.5% |
| 3Y | +34.1% | +28.8% | +5.3% | +3.5% |
| All | +3.8% | +208.7% | -204.9% | -54.4% |
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