-9.1%
T vs RMBS
+16.3%
-25.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.3% | -1.8% |
| 7D | -1.3% | -0.3% | -0.9% | -1.3% |
| 30D | +11.4% | -12.2% | +23.5% | +10.2% |
| 3M | +14.3% | -49.5% | +63.8% | +9.5% |
| 6M | -9.3% | -7.1% | -2.1% | -8.4% |
| YTD | +7.1% | -7.0% | +14.1% | +8.0% |
| 1Y | -9.1% | +13.3% | -22.4% | -10.3% |
| All | -9.1% | +16.3% | -25.4% | -10.3% |
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