+52.6%
RMBS vs M
+123.1%
-70.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.4% |
| 7D | -0.3% | +4.7% | -5.1% | -2.0% |
| 30D | -12.2% | -9.6% | -2.5% | -9.0% |
| 3M | -49.5% | +0.9% | -50.4% | -50.2% |
| 6M | -7.1% | +22.3% | -29.4% | -14.5% |
| YTD | -7.0% | +6.5% | -13.5% | -10.6% |
| 1Y | +13.3% | +38.8% | -25.4% | -0.8% |
| All | +52.6% | +123.1% | -70.5% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling