-17.4%
RMBS vs BTSG
+111.7%
-129.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -5.9% | -6.0% |
| 7D | -8.9% | +17.4% | -26.3% | -14.9% |
| 30D | -24.8% | +12.6% | -37.4% | -28.4% |
| 3M | -17.6% | +11.2% | -28.8% | -21.4% |
| 6M | -25.7% | +30.4% | -56.0% | -38.0% |
| YTD | -9.8% | +86.4% | -96.2% | -39.6% |
| 1Y | -17.4% | +117.9% | -135.3% | -51.8% |
| All | -17.4% | +111.7% | -129.1% | -51.8% |
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