+147.2%
RTX vs MAS
+61.2%
+86.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -2.8% |
| 7D | -3.8% | +4.6% | -8.3% | -4.4% |
| 30D | +4.7% | +19.9% | -15.2% | +2.2% |
| 3M | -13.4% | +8.9% | -22.3% | -14.5% |
| 6M | +11.8% | +20.2% | -8.3% | +8.8% |
| YTD | +5.8% | +33.9% | -28.1% | +0.9% |
| 1Y | +11.9% | +34.7% | -22.7% | +6.7% |
| All | +147.2% | +61.2% | +86.0% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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