+5,671.7%
MU vs RMBS
+1,339.3%
+4,332.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +5.7% |
| 7D | +9.0% | -0.3% | +9.3% | +9.1% |
| 30D | +13.8% | -12.2% | +26.0% | +18.7% |
| 3M | +2.1% | -49.5% | +51.6% | +29.0% |
| 6M | +153.8% | -7.1% | +161.0% | +160.9% |
| YTD | +256.4% | -7.0% | +263.4% | +261.9% |
| 1Y | +719.8% | +13.3% | +706.4% | +678.6% |
| 3Y | +1,360.4% | +49.2% | +1,311.1% | +1,157.6% |
| 5Y | +1,312.4% | +250.0% | +1,062.5% | +840.5% |
| 10Y | +6,142.6% | +495.1% | +5,647.4% | +3,532.0% |
| All | +5,671.7% | +1,339.3% | +4,332.4% | +968.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling