+398.6%
ZS vs RMBS
+526.6%
-128.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.2% | 0.0% |
| 7D | -3.1% | +1.8% | -4.9% | -3.7% |
| 30D | -7.2% | -13.9% | +6.7% | -3.0% |
| 3M | +30.5% | -39.8% | +70.3% | +50.0% |
| 6M | +7.0% | -6.0% | +13.0% | -1.5% |
| YTD | -26.8% | -5.4% | -21.5% | -34.7% |
| 1Y | -42.6% | -1.8% | -40.8% | -51.2% |
| 3Y | -0.3% | +53.7% | -54.0% | -39.3% |
| 5Y | -39.2% | +268.5% | -307.7% | -77.6% |
| All | +398.6% | +526.6% | -128.0% | +34.4% |
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