+228.8%
MU vs RMBS
-18.4%
+247.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -0.4% |
| 7D | +12.8% | +10.3% | +2.5% | +6.1% |
| 30D | -14.9% | -10.7% | -4.1% | -8.0% |
| 3M | -18.0% | -17.2% | -0.8% | -8.1% |
| 6M | -3.1% | -39.0% | +35.9% | +30.8% |
| YTD | +172.9% | -10.5% | +183.4% | +160.1% |
| 1Y | +228.8% | -11.0% | +239.8% | +213.7% |
| All | +228.8% | -18.4% | +247.2% | +213.7% |
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 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