+996.2%
RMBS vs MAS
+850.4%
+145.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.6% | -11.6% | -8.4% |
| 7D | -8.9% | +14.2% | -23.1% | -14.3% |
| 30D | -24.8% | +26.8% | -51.7% | -32.6% |
| 3M | -17.6% | +13.1% | -30.7% | -22.5% |
| 6M | -25.7% | +27.9% | -53.6% | -34.1% |
| YTD | -9.8% | +38.7% | -48.4% | -23.2% |
| 1Y | -17.4% | +40.4% | -57.7% | -30.1% |
| 3Y | +42.8% | +66.1% | -23.3% | +12.0% |
| 5Y | +245.6% | +47.4% | +198.1% | +180.0% |
| 10Y | +594.9% | +238.3% | +356.5% | +292.4% |
| All | +996.2% | +850.4% | +145.8% | +193.7% |
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