+66.9%
T vs RMBS
+554.0%
-487.1%
-39.4%
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% | +4.2% | +1.7% |
| 7D | -2.4% | +1.2% | -3.6% | -2.5% |
| 30D | +4.3% | -11.5% | +15.8% | +4.7% |
| 3M | +11.6% | -38.2% | +49.8% | +13.4% |
| 6M | -5.6% | -4.8% | -0.8% | -7.1% |
| YTD | +6.6% | -7.1% | +13.7% | +4.3% |
| 1Y | -8.4% | +10.7% | -19.1% | -12.4% |
| 3Y | +107.8% | +54.5% | +53.4% | +83.4% |
| 5Y | +68.3% | +261.7% | -193.4% | +19.3% |
| All | +66.9% | +554.0% | -487.1% | -4.7% |
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