-30.0%
RMBS vs MAS
+32.0%
-62.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.9% | +8.9% | +7.6% |
| 7D | -12.0% | +2.0% | -13.9% | -12.5% |
| 30D | -33.1% | +19.4% | -52.5% | -37.9% |
| 3M | -23.7% | +9.4% | -33.1% | -26.5% |
| 6M | -42.7% | +15.3% | -58.0% | -46.9% |
| YTD | -18.9% | +31.3% | -50.2% | -31.5% |
| 1Y | -30.0% | +34.9% | -64.9% | -41.3% |
| All | -30.0% | +32.0% | -62.0% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling