+597.6%
MSI vs RMBS
+554.0%
+43.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.3% |
| 7D | -1.8% | +1.2% | -3.0% | -2.0% |
| 30D | -0.6% | -11.5% | +10.8% | +1.1% |
| 3M | +13.0% | -38.2% | +51.2% | +20.7% |
| 6M | +0.5% | -4.8% | +5.3% | -3.3% |
| YTD | +21.7% | -7.1% | +28.8% | +15.8% |
| 1Y | -2.6% | +10.7% | -13.3% | -12.5% |
| 3Y | +69.7% | +54.5% | +15.2% | +29.6% |
| 5Y | +102.8% | +261.7% | -158.9% | +11.4% |
| All | +597.6% | +554.0% | +43.6% | +184.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling