+9.8%
RTX vs MOD
-37.3%
+47.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -1.4% |
| 7D | -5.1% | -25.5% | +20.4% | -4.3% |
| 30D | +5.1% | -49.0% | +54.1% | +7.3% |
| 3M | -14.8% | -49.8% | +35.0% | -13.1% |
| 6M | +8.0% | -64.8% | +72.8% | +11.6% |
| YTD | +4.5% | -27.6% | +32.1% | +1.0% |
| 1Y | +9.8% | -35.2% | +45.0% | +5.9% |
| All | +9.8% | -37.3% | +47.2% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling