+269.0%
RTX vs MOD
+915.9%
-646.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | 0.0% |
| 7D | +1.4% | +8.2% | -6.8% | +0.1% |
| 30D | +7.8% | -38.2% | +46.0% | +15.0% |
| 3M | -9.8% | -46.2% | +36.4% | -2.2% |
| 6M | +13.5% | -62.5% | +76.1% | +28.5% |
| YTD | +10.9% | -20.1% | +31.0% | +8.9% |
| 1Y | +14.0% | -29.7% | +43.7% | +13.6% |
| 3Y | +159.9% | +136.2% | +23.7% | +88.7% |
| 5Y | +151.7% | +820.4% | -668.7% | +27.1% |
| 10Y | +269.0% | +839.8% | -570.8% | +58.7% |
| All | +269.0% | +915.9% | -646.9% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling