+2,683.6%
MUU vs RMBS
+113.1%
+2,570.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +4.4% |
| 7D | +15.0% | +3.5% | +11.6% | +10.4% |
| 30D | +36.8% | -8.6% | +45.4% | +54.2% |
| 3M | -8.5% | -40.3% | +31.8% | +88.1% |
| 6M | +320.7% | -1.0% | +321.7% | +371.0% |
| YTD | +599.7% | -4.6% | +604.3% | +659.5% |
| 1Y | +2,569.2% | +17.6% | +2,551.6% | +2,052.2% |
| All | +2,683.6% | +113.1% | +2,570.5% | +1,217.0% |
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