+100.8%
STM vs RMBS
+19.9%
+80.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.2% |
| 7D | +1.7% | +3.5% | -1.8% | +0.2% |
| 30D | -5.2% | -8.6% | +3.4% | -1.6% |
| 3M | -29.6% | -40.3% | +10.7% | -14.4% |
| 6M | +54.4% | -1.0% | +55.3% | +59.8% |
| YTD | +99.5% | -4.6% | +104.1% | +107.2% |
| 1Y | +100.8% | +17.6% | +83.2% | +93.9% |
| All | +100.8% | +19.9% | +80.9% | +93.9% |
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