+190.3%
RMBS vs MAS
+41.7%
+148.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.4% | -12.5% | -14.2% |
| 7D | -23.4% | +4.6% | -28.0% | -25.2% |
| 30D | -38.9% | +19.9% | -58.8% | -44.8% |
| 3M | -28.4% | +8.9% | -37.3% | -32.0% |
| 6M | -40.9% | +20.2% | -61.1% | -47.4% |
| YTD | -24.2% | +33.9% | -58.1% | -37.2% |
| 1Y | -35.8% | +34.7% | -70.5% | -47.2% |
| 3Y | +20.0% | +60.4% | -40.4% | -11.3% |
| 5Y | +190.3% | +43.5% | +146.9% | +140.5% |
| All | +190.3% | +41.7% | +148.6% | +140.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling