+2,715.8%
MSCI vs RMBS
+301.8%
+2,414.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.0% | -9.2% | -3.7% |
| 7D | +2.8% | -12.0% | +14.8% | +5.0% |
| 30D | +15.4% | -33.1% | +48.6% | +24.0% |
| 3M | +13.4% | -23.7% | +37.1% | +17.7% |
| 6M | +10.9% | -42.7% | +53.6% | +18.7% |
| YTD | +13.0% | -18.9% | +31.9% | +8.4% |
| 1Y | +12.0% | -30.0% | +42.0% | +10.3% |
| 3Y | +34.1% | +28.8% | +5.3% | +4.9% |
| 5Y | +3.9% | +210.5% | -206.6% | -36.2% |
| 10Y | +802.0% | +524.7% | +277.3% | +358.6% |
| All | +2,715.8% | +301.8% | +2,414.1% | +932.5% |
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