+100.0%
MSI vs RMBS
+269.8%
-169.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.8% |
| 7D | -4.0% | +3.5% | -7.4% | -4.3% |
| 30D | -0.5% | -8.6% | +8.1% | +0.3% |
| 3M | +11.4% | -40.3% | +51.7% | +16.7% |
| 6M | +1.0% | -1.0% | +2.0% | -2.1% |
| YTD | +20.7% | -4.6% | +25.3% | +16.2% |
| 1Y | -2.7% | +17.6% | -20.3% | -10.4% |
| 3Y | +68.2% | +58.6% | +9.6% | +37.9% |
| 5Y | +100.0% | +270.9% | -171.0% | +13.8% |
| All | +100.0% | +269.8% | -169.9% | +13.8% |
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