+919.5%
MSI vs RMBS
+1,284.9%
-365.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.7% |
| 7D | +3.2% | +10.3% | -7.1% | +1.5% |
| 30D | +17.6% | -10.7% | +28.3% | +18.9% |
| 3M | +14.5% | -17.2% | +31.7% | +16.5% |
| 6M | +34.3% | -39.0% | +73.3% | +41.3% |
| YTD | +39.7% | -10.5% | +50.2% | +33.5% |
| 1Y | +40.2% | -11.0% | +51.1% | +33.6% |
| 3Y | +77.1% | +31.3% | +45.8% | +47.2% |
| 5Y | +124.0% | +242.8% | -118.7% | +52.0% |
| 10Y | +665.5% | +536.9% | +128.5% | +350.6% |
| All | +919.5% | +1,284.9% | -365.4% | +185.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling