-0.3%
MSFT vs RMBS
+11.7%
-12.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.6% |
| 7D | -0.8% | +1.8% | -2.6% | -0.9% |
| 30D | +0.8% | -13.9% | +14.7% | +1.2% |
| 3M | +27.2% | -39.8% | +67.0% | +27.8% |
| 6M | +22.9% | -6.0% | +28.9% | +19.5% |
| YTD | +3.1% | -5.4% | +8.5% | +0.3% |
| 1Y | -0.3% | -1.8% | +1.6% | -2.7% |
| All | -0.3% | +11.7% | -12.0% | -2.7% |
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