+57.6%
T vs RMBS
+249.4%
-191.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.2% | +1.7% |
| 7D | +2.0% | +3.0% | -1.0% | +2.2% |
| 30D | -1.0% | -15.5% | +14.5% | -1.5% |
| 3M | -8.1% | -11.5% | +3.4% | -8.3% |
| 6M | -8.3% | -36.5% | +28.3% | -9.1% |
| YTD | -6.1% | -7.1% | +1.0% | -5.9% |
| 1Y | -7.4% | -18.7% | +11.3% | -7.3% |
| 3Y | +65.4% | +36.2% | +29.3% | +65.9% |
| 5Y | +57.6% | +252.0% | -194.4% | +38.9% |
| All | +57.6% | +249.4% | -191.8% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling