+64.3%
T vs RMBS
+571.6%
-507.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -1.8% |
| 7D | -3.1% | +3.5% | -6.5% | -3.2% |
| 30D | +4.6% | -8.6% | +13.2% | +4.9% |
| 3M | +12.2% | -40.3% | +52.5% | +14.3% |
| 6M | -6.5% | -1.0% | -5.5% | -8.1% |
| YTD | +4.9% | -4.6% | +9.5% | +2.6% |
| 1Y | -10.5% | +17.6% | -28.1% | -14.8% |
| 3Y | +104.6% | +58.6% | +45.9% | +80.4% |
| 5Y | +64.2% | +270.9% | -206.7% | +16.3% |
| All | +64.3% | +571.6% | -507.3% | -6.3% |
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