+569.1%
RMBS vs M
-7.1%
+576.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +1.8% |
| 7D | +3.5% | -4.1% | +7.5% | +4.4% |
| 30D | -8.6% | -13.6% | +5.0% | -5.7% |
| 3M | -40.3% | -2.3% | -38.0% | -40.4% |
| 6M | -1.0% | +21.9% | -22.9% | -5.6% |
| YTD | -4.6% | -0.6% | -4.0% | -5.1% |
| 1Y | +17.6% | +29.7% | -12.2% | +10.5% |
| 3Y | +58.6% | +107.3% | -48.6% | +31.5% |
| 5Y | +270.9% | +20.5% | +250.4% | +226.0% |
| 10Y | +569.1% | -6.1% | +575.2% | +410.5% |
| All | +569.1% | -7.1% | +576.2% | +410.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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