-81.0%
PATH vs RMBS
+342.1%
-423.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +0.7% | +21.9% | -21.3% | -5.4% |
| 30D | -1.1% | -13.4% | +12.3% | +2.2% |
| 3M | -14.2% | -15.9% | +1.7% | -11.6% |
| 6M | +30.9% | -34.8% | +65.6% | +39.8% |
| YTD | -20.1% | -7.5% | -12.5% | -32.1% |
| 1Y | -8.1% | -16.9% | +8.8% | -18.6% |
| 3Y | -24.3% | +35.5% | -59.8% | -53.7% |
| 5Y | -75.6% | +254.2% | -329.8% | -93.8% |
| All | -81.0% | +342.1% | -423.1% | -95.8% |
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 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