+10,144.8%
RTX vs MAS
+1,727.7%
+8,417.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.6% | -8.3% | -4.4% |
| 7D | +1.3% | +14.2% | -12.8% | -2.9% |
| 30D | +7.6% | +26.8% | -19.2% | -0.1% |
| 3M | -8.6% | +13.1% | -21.8% | -12.4% |
| 6M | +15.6% | +27.9% | -12.3% | +6.1% |
| YTD | +9.4% | +38.7% | -29.3% | -3.1% |
| 1Y | +14.7% | +40.4% | -25.7% | +1.0% |
| 3Y | +154.7% | +66.1% | +88.6% | +107.4% |
| 5Y | +150.9% | +47.4% | +103.5% | +106.7% |
| 10Y | +290.8% | +238.3% | +52.4% | +145.8% |
| All | +10,144.8% | +1,727.7% | +8,417.1% | +3,559.2% |
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 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