-13.5%
MSFU vs RMBS
-22.1%
+8.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +5.7% | -10.5% | -5.1% |
| 7D | -12.7% | +3.0% | -15.6% | -12.9% |
| 30D | -9.0% | -15.5% | +6.5% | -8.4% |
| 3M | +2.9% | -11.5% | +14.4% | +3.3% |
| 6M | +43.5% | -36.5% | +80.1% | +43.2% |
| YTD | -2.4% | -7.1% | +4.7% | -8.9% |
| 1Y | -13.5% | -18.7% | +5.2% | -16.9% |
| All | -13.5% | -22.1% | +8.6% | -16.9% |
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