+72.2%
MSFU vs RMBS
+252.5%
-180.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.7% |
| 7D | -3.2% | +3.0% | -6.1% | -3.8% |
| 30D | -3.1% | -14.4% | +11.3% | 0.0% |
| 3M | +35.3% | -42.8% | +78.1% | +51.2% |
| 6M | +31.6% | -1.4% | +33.0% | +20.2% |
| YTD | -9.5% | -5.4% | -4.1% | -18.2% |
| 1Y | -18.4% | +18.6% | -37.0% | -34.3% |
| 3Y | +26.9% | +57.3% | -30.3% | -15.6% |
| All | +72.2% | +252.5% | -180.3% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling