+234.1%
TER vs RMBS
+19.9%
+214.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.3% | +2.6% |
| 7D | +12.4% | +3.5% | +8.9% | +10.3% |
| 30D | +5.1% | -8.6% | +13.7% | +11.0% |
| 3M | +4.0% | -40.3% | +44.3% | +37.8% |
| 6M | +29.5% | -1.0% | +30.5% | +36.1% |
| YTD | +98.5% | -4.6% | +103.1% | +99.8% |
| 1Y | +234.1% | +17.6% | +216.5% | +228.9% |
| All | +234.1% | +19.9% | +214.2% | +228.9% |
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 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