-37.8%
U vs RMBS
+520.3%
-558.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | +4.4% | +3.5% | +0.9% | +2.8% |
| 30D | -1.3% | -8.6% | +7.3% | +2.0% |
| 3M | +49.6% | -40.3% | +89.9% | +82.1% |
| 6M | +100.2% | -1.0% | +101.2% | +72.1% |
| YTD | -3.7% | -4.6% | +0.9% | -16.7% |
| 1Y | -6.5% | +17.6% | -24.1% | -29.4% |
| 3Y | +12.9% | +58.6% | -45.7% | -39.6% |
| 5Y | -68.3% | +270.9% | -339.2% | -92.6% |
| All | -37.8% | +520.3% | -558.1% | -90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling