+1,354.0%
RTX vs MOH
+1,286.6%
+67.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -1.6% | -4.2% | +2.6% | -1.0% |
| 30D | -11.6% | -2.4% | -9.2% | -11.3% |
| 3M | +9.2% | -4.4% | +13.6% | +9.4% |
| 6M | -4.4% | +32.9% | -37.4% | -9.5% |
| YTD | +8.9% | +11.9% | -3.0% | +4.8% |
| 1Y | +32.1% | +6.9% | +25.2% | +27.3% |
| 3Y | +151.2% | -39.4% | +190.7% | +156.7% |
| 5Y | +162.9% | -25.0% | +187.9% | +156.3% |
| 10Y | +283.9% | +244.9% | +39.1% | +182.7% |
| All | +1,354.0% | +1,286.6% | +67.3% | +685.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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