+2,785.5%
MSCI vs RMBS
+335.4%
+2,450.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.7% | -8.4% | +11.1% | +4.0% |
| 30D | +16.2% | -24.9% | +41.1% | +22.0% |
| 3M | +17.1% | -15.8% | +32.9% | +19.2% |
| 6M | +13.0% | -37.5% | +50.5% | +18.8% |
| YTD | +15.8% | -12.1% | +27.9% | +9.2% |
| 1Y | +15.5% | -27.0% | +42.5% | +12.9% |
| 3Y | +32.3% | +28.8% | +3.5% | +3.8% |
| 5Y | +8.2% | +236.2% | -228.1% | -34.7% |
| 10Y | +800.7% | +546.6% | +254.1% | +354.6% |
| All | +2,785.5% | +335.4% | +2,450.1% | +940.6% |
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 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