+9,806.7%
RTX vs MAS
+1,664.8%
+8,141.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -2.2% |
| 7D | -3.8% | +4.6% | -8.3% | -5.2% |
| 30D | +4.7% | +19.9% | -15.2% | -1.2% |
| 3M | -13.4% | +8.9% | -22.3% | -16.0% |
| 6M | +11.8% | +20.2% | -8.3% | +4.6% |
| YTD | +5.8% | +33.9% | -28.1% | -5.3% |
| 1Y | +11.9% | +34.7% | -22.7% | -0.1% |
| 3Y | +146.3% | +60.4% | +85.9% | +102.7% |
| 5Y | +134.3% | +43.5% | +90.8% | +94.7% |
| 10Y | +277.9% | +226.7% | +51.2% | +140.3% |
| All | +9,806.7% | +1,664.8% | +8,141.9% | +3,477.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling