+265.7%
RMBS vs M
+24.8%
+240.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.4% |
| 7D | +3.0% | +2.4% | +0.6% | +2.2% |
| 30D | -14.4% | -11.6% | -2.8% | -11.4% |
| 3M | -42.8% | +1.6% | -44.5% | -43.6% |
| 6M | -1.4% | +25.2% | -26.6% | -8.1% |
| YTD | -5.4% | +3.8% | -9.2% | -7.4% |
| 1Y | +18.6% | +36.3% | -17.8% | +7.6% |
| 3Y | +57.3% | +116.3% | -59.1% | +21.3% |
| 5Y | +265.7% | +28.2% | +237.5% | +216.1% |
| All | +265.7% | +24.8% | +240.9% | +216.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling