+157.9%
MTZ vs RMBS
+250.7%
-92.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.7% |
| 7D | -1.6% | -0.3% | -1.2% | -1.5% |
| 30D | -11.1% | -12.2% | +1.1% | -7.1% |
| 3M | -36.7% | -49.5% | +12.8% | -21.9% |
| 6M | -21.9% | -7.1% | -14.8% | -24.0% |
| YTD | +9.1% | -7.0% | +16.1% | +3.3% |
| 1Y | +30.0% | +13.3% | +16.6% | +12.4% |
| 3Y | +138.5% | +49.2% | +89.2% | +72.7% |
| All | +157.9% | +250.7% | -92.8% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling