+42.2%
MA vs RTX
+154.3%
-112.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -2.7% | -5.2% | +2.5% | -1.7% |
| 30D | +1.5% | -9.4% | +10.9% | +3.4% |
| 3M | +20.4% | +12.3% | +8.1% | +17.6% |
| 6M | +11.1% | -3.1% | +14.3% | +11.6% |
| YTD | +2.0% | +10.7% | -8.7% | -0.6% |
| 1Y | -2.2% | +28.4% | -30.6% | -7.8% |
| All | +42.2% | +154.3% | -112.1% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling