+261.7%
RMBS vs QS
-75.8%
+337.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.5% |
| 7D | +1.2% | -5.0% | +6.2% | +2.2% |
| 30D | -11.5% | -18.3% | +6.8% | -7.7% |
| 3M | -38.2% | -26.0% | -12.2% | -34.3% |
| 6M | -4.8% | -24.0% | +19.3% | +1.2% |
| YTD | -7.1% | -50.3% | +43.2% | +6.2% |
| 1Y | +10.7% | -38.0% | +48.7% | +20.2% |
| 3Y | +54.5% | -24.6% | +79.1% | +43.6% |
| 5Y | +261.7% | -75.4% | +337.1% | +267.3% |
| All | +261.7% | -75.8% | +337.5% | +267.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling