+558.9%
RMBS vs MOH
+264.4%
+294.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.7% |
| 7D | +1.8% | +1.7% | +0.1% | +1.6% |
| 30D | -13.9% | -0.9% | -13.0% | -13.9% |
| 3M | -39.8% | +5.7% | -45.5% | -40.5% |
| 6M | -6.0% | +39.1% | -45.1% | -10.5% |
| YTD | -5.4% | +17.7% | -23.0% | -8.9% |
| 1Y | -1.8% | +8.4% | -10.2% | -5.1% |
| 3Y | +53.7% | -36.6% | +90.2% | +54.7% |
| 5Y | +268.5% | -19.1% | +287.6% | +247.2% |
| All | +558.9% | +264.4% | +294.5% | +409.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 10y: compounded portfolio wealth divided by compounded MOH 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…
10y analysis · Full analysis span regression · 6 months rolling