+644.6%
STM vs RMBS
+554.0%
+90.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.1% | -0.2% |
| 7D | -1.1% | +1.2% | -2.3% | -1.7% |
| 30D | -7.8% | -11.5% | +3.7% | -1.8% |
| 3M | -28.2% | -38.2% | +10.0% | -7.8% |
| 6M | +52.0% | -4.8% | +56.7% | +49.3% |
| YTD | +96.4% | -7.1% | +103.5% | +89.3% |
| 1Y | +98.8% | +10.7% | +88.1% | +64.1% |
| 3Y | +18.3% | +54.5% | -36.2% | -31.0% |
| 5Y | +17.7% | +261.7% | -243.9% | -64.5% |
| All | +644.6% | +554.0% | +90.5% | +38.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling