-2.1%
MA vs RTX
+28.6%
-30.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.3% |
| 7D | -1.8% | -3.1% | +1.3% | -1.4% |
| 30D | +1.4% | -10.6% | +12.0% | +2.9% |
| 3M | +17.7% | +11.6% | +6.1% | +16.1% |
| 6M | +9.7% | -4.5% | +14.2% | +10.2% |
| YTD | +0.5% | +9.6% | -9.1% | -1.2% |
| 1Y | -2.1% | +30.8% | -32.9% | -6.2% |
| All | -2.1% | +28.6% | -30.6% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 1y: compounded portfolio wealth divided by compounded RTX 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…
1y analysis · Full analysis span regression · 6 months rolling