+2,417.1%
MSCI vs RMBS
+360.7%
+2,056.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +0.6% | -12.2% | +12.7% | +2.9% |
| 3M | -7.1% | -49.5% | +42.5% | +4.6% |
| 6M | +0.8% | -7.1% | +8.0% | -3.5% |
| YTD | +1.0% | -7.0% | +8.0% | -4.4% |
| 1Y | +4.3% | +13.3% | -9.0% | -8.1% |
| 3Y | +9.9% | +49.2% | -39.3% | -15.9% |
| 5Y | -6.8% | +250.0% | -256.7% | -43.3% |
| 10Y | +614.7% | +495.1% | +119.5% | +271.8% |
| All | +2,417.1% | +360.7% | +2,056.4% | +810.6% |
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