+847.8%
MU vs RMBS
+208.7%
+639.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.0% | -1.8% | +0.9% |
| 7D | -22.0% | -12.0% | -10.1% | -15.2% |
| 30D | -36.6% | -33.1% | -3.4% | -18.7% |
| 3M | -21.7% | -23.7% | +2.0% | -8.3% |
| 6M | +3.5% | -42.7% | +46.2% | +45.5% |
| YTD | +141.9% | -18.9% | +160.8% | +157.4% |
| 1Y | +189.8% | -30.0% | +219.9% | +236.5% |
| 3Y | +855.4% | +28.8% | +826.6% | +593.3% |
| All | +847.8% | +208.7% | +639.1% | +228.0% |
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