+6,169.9%
MU vs RMBS
+557.5%
+5,612.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.2% |
| 7D | +7.5% | +3.5% | +4.0% | +5.2% |
| 30D | +19.4% | -8.6% | +28.0% | +26.4% |
| 3M | +9.8% | -40.3% | +50.1% | +53.6% |
| 6M | +164.1% | -1.0% | +165.1% | +155.9% |
| YTD | +260.3% | -4.6% | +264.9% | +243.9% |
| 1Y | +661.2% | +17.6% | +643.6% | +513.9% |
| 3Y | +1,380.8% | +58.6% | +1,322.2% | +770.6% |
| 5Y | +1,346.4% | +270.9% | +1,075.4% | +310.9% |
| 10Y | +6,169.9% | +569.1% | +5,600.8% | +936.5% |
| All | +6,169.9% | +557.5% | +5,612.4% | +936.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling