+37.5%
MTZ vs RMBS
+19.9%
+17.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | +2.3% | +3.5% | -1.2% | +1.3% |
| 30D | -10.3% | -8.6% | -1.7% | -7.9% |
| 3M | -31.8% | -40.3% | +8.5% | -23.2% |
| 6M | -19.2% | -1.0% | -18.2% | -21.9% |
| YTD | +10.7% | -4.6% | +15.3% | +4.0% |
| 1Y | +37.5% | +17.6% | +20.0% | +26.2% |
| All | +37.5% | +19.9% | +17.7% | +26.2% |
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