+88.5%
MA vs RTX
+146.7%
-58.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +1.3% | +4.8% | -3.5% | -0.2% |
| 30D | +9.6% | +6.5% | +3.1% | +7.4% |
| 3M | +16.8% | -9.6% | +26.4% | +20.3% |
| 6M | +35.2% | +12.3% | +22.9% | +29.6% |
| YTD | +16.6% | +9.5% | +7.1% | +11.9% |
| 1Y | +19.8% | +15.8% | +3.9% | +12.6% |
| 3Y | +70.7% | +157.0% | -86.3% | +15.4% |
| All | +88.5% | +146.7% | -58.2% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling