+13.5%
RTX vs MOD
-35.8%
+49.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.1% |
| 7D | -1.7% | -17.8% | +16.1% | -1.3% |
| 30D | +7.7% | -43.2% | +50.9% | +9.4% |
| 3M | -10.3% | -46.0% | +35.7% | -8.9% |
| 6M | +14.6% | -62.2% | +76.8% | +17.8% |
| YTD | +10.4% | -22.8% | +33.2% | +6.5% |
| 1Y | +13.5% | -35.5% | +49.0% | +10.4% |
| All | +13.5% | -35.8% | +49.4% | +10.4% |
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