+465.1%
STM vs RMBS
+534.0%
-68.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +2.3% |
| 7D | +12.0% | +10.3% | +1.7% | +6.1% |
| 30D | -0.4% | -10.7% | +10.4% | +5.6% |
| 3M | -13.2% | -17.2% | +4.0% | -4.7% |
| 6M | -26.1% | -39.0% | +13.0% | -4.9% |
| YTD | +81.2% | -10.5% | +91.7% | +76.6% |
| 1Y | +98.3% | -11.0% | +109.3% | +92.0% |
| 3Y | +16.7% | +31.3% | -14.6% | -24.3% |
| 5Y | -4.8% | +242.8% | -247.6% | -71.3% |
| All | +465.1% | +534.0% | -68.9% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling