+71.7%
TER vs RMBS
+240.2%
-168.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -3.5% |
| 7D | +14.4% | +10.3% | +4.0% | +8.4% |
| 30D | -30.6% | -10.7% | -19.8% | -25.4% |
| 3M | -39.2% | -17.2% | -22.0% | -31.7% |
| 6M | -31.3% | -39.0% | +7.7% | -7.5% |
| YTD | +29.1% | -10.5% | +39.6% | +31.9% |
| 1Y | +47.4% | -11.0% | +58.4% | +50.8% |
| 3Y | +191.2% | +31.3% | +159.9% | +111.8% |
| All | +71.7% | +240.2% | -168.6% | -46.7% |
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 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