+10,266.7%
RTX vs MAS
+1,430.5%
+8,836.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.2% |
| 7D | -5.2% | -0.8% | -4.4% | -5.0% |
| 30D | -9.4% | -5.6% | -3.8% | -7.9% |
| 3M | +12.3% | +4.4% | +7.8% | +10.1% |
| 6M | -3.1% | +7.2% | -10.3% | -6.4% |
| YTD | +10.7% | +16.1% | -5.4% | +3.9% |
| 1Y | +28.4% | +0.1% | +28.3% | +25.9% |
| 3Y | +147.1% | +28.3% | +118.8% | +118.1% |
| 5Y | +167.2% | +30.5% | +136.8% | +128.9% |
| 10Y | +274.7% | +139.1% | +135.6% | +161.7% |
| All | +10,266.7% | +1,430.5% | +8,836.2% | +3,823.0% |
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