+1,030.0%
RMBS vs M
+136.9%
+893.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.5% |
| 7D | -0.3% | +4.7% | -5.1% | -1.8% |
| 30D | -12.2% | -9.6% | -2.5% | -9.4% |
| 3M | -49.5% | +0.9% | -50.4% | -50.0% |
| 6M | -7.1% | +22.3% | -29.4% | -13.4% |
| YTD | -7.0% | +6.5% | -13.5% | -9.7% |
| 1Y | +13.3% | +38.8% | -25.4% | +1.1% |
| 3Y | +49.2% | +115.9% | -66.7% | +9.1% |
| 5Y | +250.0% | +28.6% | +221.3% | +173.2% |
| 10Y | +495.1% | -2.5% | +497.7% | +286.5% |
| All | +1,030.0% | +136.9% | +893.1% | +247.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling