+796.0%
MSI vs RMBS
+1,339.3%
-543.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -3.7% | -0.3% | -3.3% | -3.7% |
| 30D | +6.8% | -12.2% | +19.0% | +9.0% |
| 3M | +14.3% | -49.5% | +63.8% | +26.6% |
| 6M | -1.6% | -7.1% | +5.6% | -4.1% |
| YTD | +22.8% | -7.0% | +29.8% | +18.1% |
| 1Y | -1.1% | +13.3% | -14.4% | -9.7% |
| 3Y | +70.5% | +49.2% | +21.2% | +39.7% |
| 5Y | +102.8% | +250.0% | -147.2% | +39.0% |
| 10Y | +597.4% | +495.1% | +102.3% | +320.7% |
| All | +796.0% | +1,339.3% | -543.4% | +152.9% |
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