+267.0%
RTX vs MOS
-4.2%
+271.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -0.3% |
| 7D | +3.4% | -2.6% | +5.9% | +4.0% |
| 30D | +8.4% | +13.5% | -5.1% | +4.1% |
| 3M | -10.7% | -2.9% | -7.8% | -11.2% |
| 6M | +11.7% | -1.0% | +12.7% | +9.7% |
| YTD | +9.3% | -7.2% | +16.5% | +7.5% |
| 1Y | +13.3% | -11.4% | +24.7% | +12.4% |
| 3Y | +156.1% | -29.0% | +185.1% | +161.4% |
| 5Y | +148.5% | -34.0% | +182.5% | +140.5% |
| All | +267.0% | -4.2% | +271.2% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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