+2,396.1%
MUU vs RMBS
+111.5%
+2,284.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -3.4% |
| 7D | -8.2% | +1.8% | -10.0% | -10.1% |
| 30D | +10.2% | -13.9% | +24.1% | +33.6% |
| 3M | -26.5% | -39.8% | +13.3% | +48.5% |
| 6M | +227.2% | -6.0% | +233.2% | +289.4% |
| YTD | +527.4% | -5.4% | +532.8% | +588.7% |
| 1Y | +1,843.7% | -1.8% | +1,845.5% | +1,911.4% |
| All | +2,396.1% | +111.5% | +2,284.6% | +1,094.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling