+715.0%
P vs RMBS
+543.2%
+171.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +0.8% |
| 7D | +7.8% | +3.0% | +4.9% | +6.2% |
| 30D | +12.3% | -14.4% | +26.7% | +20.9% |
| 3M | +37.1% | -42.8% | +79.9% | +79.5% |
| 6M | +66.1% | -1.4% | +67.5% | +52.5% |
| YTD | +50.9% | -5.4% | +56.4% | +37.4% |
| 1Y | +27.2% | +18.6% | +8.6% | -2.5% |
| 3Y | +158.7% | +57.3% | +101.4% | +52.9% |
| 5Y | +291.1% | +265.7% | +25.4% | +24.6% |
| 10Y | +715.0% | +546.0% | +169.0% | +59.2% |
| All | +715.0% | +543.2% | +171.8% | +59.2% |
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