+90.1%
STM vs RMBS
-27.4%
+117.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | -7.9% | -8.4% | +0.5% | -3.9% |
| 30D | -14.1% | -24.9% | +10.7% | -1.8% |
| 3M | -17.6% | -15.8% | -1.8% | -11.0% |
| 6M | -24.2% | -37.5% | +13.3% | -5.4% |
| YTD | +73.3% | -12.1% | +85.4% | +85.7% |
| 1Y | +90.1% | -27.0% | +117.1% | +112.3% |
| All | +90.1% | -27.4% | +117.5% | +112.3% |
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