+21.9%
RMBS vs BTSG
+421.3%
-399.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +0.6% |
| 7D | +3.0% | +5.7% | -2.8% | +0.9% |
| 30D | -14.4% | +0.2% | -14.6% | -14.7% |
| 3M | -42.8% | +5.6% | -48.5% | -44.7% |
| 6M | -1.4% | +50.8% | -52.2% | -16.2% |
| YTD | -5.4% | +67.0% | -72.5% | -22.2% |
| 1Y | +18.6% | +145.5% | -127.0% | -13.0% |
| All | +21.9% | +421.3% | -399.4% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling