+9.0%
MSFT vs RMBS
-18.2%
+27.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -6.0% | +12.7% | +6.8% |
| 7D | +4.7% | -8.9% | +13.6% | +4.9% |
| 30D | +5.8% | -24.8% | +30.7% | +6.5% |
| 3M | +13.0% | -17.6% | +30.5% | +13.4% |
| 6M | +34.9% | -25.7% | +60.6% | +33.7% |
| YTD | +15.7% | -9.8% | +25.4% | +12.3% |
| 1Y | +9.0% | -17.4% | +26.3% | +6.2% |
| All | +9.0% | -18.2% | +27.2% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling