-7.1%
RMBS vs MAS
+7.5%
-14.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.5% |
| 7D | -0.3% | -0.8% | +0.4% | 0.0% |
| 30D | -12.2% | -5.6% | -6.6% | -9.8% |
| 3M | -49.5% | +4.4% | -54.0% | -51.6% |
| 6M | -7.1% | +7.2% | -14.4% | -13.5% |
| All | -7.1% | +7.5% | -14.7% | -13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling