-36.7%
MTZ vs RMBS
-48.1%
+11.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.4% |
| 7D | -1.6% | -0.3% | -1.2% | -1.4% |
| 30D | -11.1% | -12.2% | +1.1% | -4.6% |
| 3M | -36.7% | -49.5% | +12.8% | -16.9% |
| All | -36.7% | -48.1% | +11.4% | -16.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling