+15,614.6%
MA vs RTX
+666.4%
+14,948.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.2% |
| 7D | +2.3% | -5.1% | +7.4% | +5.5% |
| 30D | +14.7% | +5.1% | +9.5% | +11.0% |
| 3M | +13.5% | -14.8% | +28.3% | +24.3% |
| 6M | +33.1% | +8.0% | +25.1% | +25.4% |
| YTD | +15.1% | +4.5% | +10.6% | +9.3% |
| 1Y | +18.7% | +9.8% | +8.9% | +9.0% |
| 3Y | +72.1% | +144.2% | -72.1% | -8.3% |
| 5Y | +92.8% | +131.4% | -38.6% | +2.8% |
| 10Y | +571.6% | +273.3% | +298.4% | +133.9% |
| All | +15,614.6% | +666.4% | +14,948.3% | +3,092.6% |
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