+40.2%
MSI vs RMBS
-18.4%
+58.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.1% |
| 7D | +3.2% | +10.3% | -7.1% | +3.4% |
| 30D | +17.6% | -10.7% | +28.3% | +17.5% |
| 3M | +14.5% | -17.2% | +31.7% | +14.5% |
| 6M | +34.3% | -39.0% | +73.3% | +34.6% |
| YTD | +39.7% | -10.5% | +50.2% | +37.5% |
| 1Y | +40.2% | -11.0% | +51.1% | +37.6% |
| All | +40.2% | -18.4% | +58.5% | +37.6% |
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