+134.3%
RTX vs MOS
-31.6%
+165.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.3% | -6.6% | -3.7% |
| 7D | -3.8% | +22.5% | -26.3% | -6.7% |
| 30D | +4.7% | +6.6% | -2.0% | +3.5% |
| 3M | -13.4% | -3.8% | -9.6% | -13.3% |
| 6M | +11.8% | -2.2% | +14.0% | +11.2% |
| YTD | +5.8% | -4.8% | +10.5% | +4.4% |
| 1Y | +11.9% | -11.7% | +23.6% | +11.8% |
| 3Y | +146.3% | -26.5% | +172.8% | +149.8% |
| 5Y | +134.3% | -32.2% | +166.5% | +114.9% |
| All | +134.3% | -31.6% | +165.9% | +114.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling