+147.2%
RTX vs MOS
-26.7%
+173.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.3% | -6.6% | -3.5% |
| 7D | -3.8% | +22.5% | -26.3% | -5.2% |
| 30D | +4.7% | +6.6% | -2.0% | +4.3% |
| 3M | -13.4% | -3.8% | -9.6% | -13.0% |
| 6M | +11.8% | -2.2% | +14.0% | +11.8% |
| YTD | +5.8% | -4.8% | +10.5% | +4.9% |
| 1Y | +11.9% | -11.7% | +23.6% | +12.0% |
| All | +147.2% | -26.7% | +173.9% | +155.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling