+492.0%
RMBS vs QS
-46.4%
+538.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.7% |
| 7D | +1.8% | -3.6% | +5.4% | +2.2% |
| 30D | -13.9% | -17.2% | +3.3% | -11.8% |
| 3M | -39.8% | -27.0% | -12.8% | -37.4% |
| 6M | -6.0% | -24.6% | +18.6% | -2.3% |
| YTD | -5.4% | -49.3% | +44.0% | +2.5% |
| 1Y | -1.8% | -40.3% | +38.5% | +3.9% |
| 3Y | +53.7% | -23.8% | +77.5% | +49.7% |
| 5Y | +268.5% | -75.0% | +343.5% | +269.1% |
| All | +492.0% | -46.4% | +538.4% | +528.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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