+267.0%
RTX vs MOD
+911.6%
-644.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -2.1% |
| 7D | -5.1% | -25.5% | +20.4% | -1.2% |
| 30D | +5.1% | -49.0% | +54.1% | +15.6% |
| 3M | -14.8% | -49.8% | +35.0% | -6.6% |
| 6M | +8.0% | -64.8% | +72.8% | +23.4% |
| YTD | +4.5% | -27.6% | +32.1% | +4.1% |
| 1Y | +9.8% | -35.2% | +45.0% | +10.8% |
| 3Y | +144.2% | +137.1% | +7.1% | +76.2% |
| 5Y | +131.4% | +760.3% | -628.9% | +17.8% |
| All | +267.0% | +911.6% | -644.6% | +57.7% |
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