+19.4%
MA vs RTX
+12.7%
+6.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.1% |
| 7D | -0.3% | -3.2% | +2.8% | 0.0% |
| 30D | +11.3% | +5.6% | +5.8% | +10.6% |
| 3M | +16.7% | -11.7% | +28.4% | +18.2% |
| 6M | +32.8% | +12.3% | +20.5% | +31.2% |
| YTD | +15.6% | +8.2% | +7.4% | +15.0% |
| All | +19.4% | +12.7% | +6.7% | +17.7% |
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