+13,824.2%
MA vs RTX
+711.9%
+13,112.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | -2.7% | -5.2% | +2.5% | +0.4% |
| 30D | +1.5% | -9.4% | +10.9% | +7.5% |
| 3M | +20.4% | +12.3% | +8.1% | +11.4% |
| 6M | +11.1% | -3.1% | +14.3% | +11.7% |
| YTD | +2.0% | +10.7% | -8.7% | -6.2% |
| 1Y | -2.2% | +28.4% | -30.6% | -18.4% |
| 3Y | +41.9% | +147.1% | -105.2% | -25.1% |
| 5Y | +75.4% | +167.2% | -91.9% | -14.5% |
| 10Y | +527.5% | +274.7% | +252.8% | +120.3% |
| All | +13,824.2% | +711.9% | +13,112.3% | +2,642.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling