+13.3%
RMBS vs BTSG
+152.4%
-139.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +1.9% |
| 7D | -0.3% | +2.7% | -3.1% | -1.7% |
| 30D | -12.2% | -3.6% | -8.5% | -10.9% |
| 3M | -49.5% | +5.8% | -55.3% | -52.7% |
| 6M | -7.1% | +44.7% | -51.9% | -27.9% |
| YTD | -7.0% | +62.2% | -69.2% | -31.9% |
| 1Y | +13.3% | +152.1% | -138.8% | -29.2% |
| All | +13.3% | +152.4% | -139.1% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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