+927.2%
MSI vs RMBS
+1,337.6%
-410.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.2% | +0.5% |
| 7D | +7.7% | +3.0% | +4.7% | +6.6% |
| 30D | +19.9% | -15.5% | +35.4% | +22.4% |
| 3M | +14.9% | -11.5% | +26.4% | +15.6% |
| 6M | +37.2% | -36.5% | +73.8% | +43.5% |
| YTD | +40.8% | -7.1% | +47.9% | +33.6% |
| 1Y | +38.1% | -18.7% | +56.8% | +33.7% |
| 3Y | +77.7% | +36.2% | +41.5% | +46.7% |
| 5Y | +129.0% | +252.0% | -123.0% | +54.7% |
| 10Y | +671.3% | +561.2% | +110.1% | +351.2% |
| All | +927.2% | +1,337.6% | -410.4% | +186.1% |
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