+1,030.0%
RMBS vs MAS
+695.8%
+334.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.6% |
| 7D | -0.3% | -0.8% | +0.4% | 0.0% |
| 30D | -12.2% | -5.6% | -6.6% | -10.1% |
| 3M | -49.5% | +4.4% | -54.0% | -50.8% |
| 6M | -7.1% | +7.2% | -14.4% | -10.7% |
| YTD | -7.0% | +16.1% | -23.1% | -13.9% |
| 1Y | +13.3% | +0.1% | +13.2% | +11.6% |
| 3Y | +49.2% | +28.3% | +20.9% | +31.3% |
| 5Y | +250.0% | +30.5% | +219.5% | +201.1% |
| 10Y | +495.1% | +139.1% | +356.0% | +288.7% |
| All | +1,030.0% | +695.8% | +334.2% | +229.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling