+661.2%
MU vs RMBS
+19.9%
+641.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.2% |
| 7D | +7.5% | +3.5% | +4.0% | +5.4% |
| 30D | +19.4% | -8.6% | +28.0% | +25.8% |
| 3M | +9.8% | -40.3% | +50.1% | +46.1% |
| 6M | +164.1% | -1.0% | +165.1% | +165.1% |
| YTD | +260.3% | -4.6% | +264.9% | +254.3% |
| 1Y | +661.2% | +17.6% | +643.6% | +605.5% |
| All | +661.2% | +19.9% | +641.3% | +605.5% |
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 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