+19.2%
RSP vs RMBS
-22.1%
+41.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | +0.5% |
| 7D | -0.3% | +3.0% | -3.3% | -0.6% |
| 30D | +4.4% | -15.5% | +20.0% | +5.2% |
| 3M | +1.3% | -11.5% | +12.7% | +1.6% |
| 6M | +10.0% | -36.5% | +46.5% | +12.1% |
| YTD | +17.6% | -7.1% | +24.7% | +13.5% |
| 1Y | +19.2% | -18.7% | +37.9% | +16.3% |
| All | +19.2% | -22.1% | +41.3% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling