+43.2%
TER vs RMBS
-18.2%
+61.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.0% | -0.8% | -3.1% |
| 7D | -19.9% | -8.9% | -10.9% | -15.0% |
| 30D | -43.5% | -24.8% | -18.7% | -32.9% |
| 3M | -37.8% | -17.6% | -20.2% | -30.1% |
| 6M | -25.6% | -25.7% | +0.1% | -7.8% |
| YTD | +29.8% | -9.8% | +39.6% | +32.0% |
| 1Y | +43.2% | -17.4% | +60.5% | +52.7% |
| All | +43.2% | -18.2% | +61.4% | +52.7% |
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 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