+2,103.3%
TER vs RMBS
+1,339.3%
+764.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.1% |
| 7D | +0.6% | -0.3% | +1.0% | +0.8% |
| 30D | -8.3% | -12.2% | +3.9% | -4.4% |
| 3M | -12.2% | -49.5% | +37.3% | +9.5% |
| 6M | +17.1% | -7.1% | +24.2% | +21.0% |
| YTD | +84.7% | -7.0% | +91.7% | +87.6% |
| 1Y | +199.9% | +13.3% | +186.6% | +185.9% |
| 3Y | +232.8% | +49.2% | +183.5% | +185.7% |
| 5Y | +198.6% | +250.0% | -51.4% | +102.6% |
| 10Y | +1,669.7% | +495.1% | +1,174.6% | +946.7% |
| All | +2,103.3% | +1,339.3% | +764.0% | +308.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling