+210.2%
TER vs RMBS
+37.1%
+173.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.7% | +2.6% | +5.0% |
| 7D | +5.9% | +3.0% | +2.9% | +4.6% |
| 30D | -30.8% | -15.5% | -15.2% | -23.4% |
| 3M | -29.9% | -11.5% | -18.5% | -24.4% |
| 6M | -27.5% | -36.5% | +9.1% | -5.3% |
| YTD | +37.5% | -7.1% | +44.6% | +38.5% |
| 1Y | +50.3% | -18.7% | +68.9% | +62.0% |
| All | +210.2% | +37.1% | +173.1% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling