+504.3%
MUU vs RMBS
-18.2%
+522.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -6.0% | -8.0% | -6.6% |
| 7D | -35.9% | -8.9% | -26.9% | -27.3% |
| 30D | -47.1% | -24.8% | -22.3% | -23.6% |
| 3M | -29.8% | -17.6% | -12.3% | -9.7% |
| 6M | +16.0% | -25.7% | +41.7% | +108.6% |
| YTD | +286.1% | -9.8% | +295.9% | +328.6% |
| 1Y | +504.3% | -17.4% | +521.7% | +689.3% |
| All | +504.3% | -18.2% | +522.5% | +689.3% |
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