+132.6%
RTX vs MOS
-32.4%
+165.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.2% |
| 7D | -5.1% | +21.6% | -26.7% | -7.9% |
| 30D | +5.1% | +12.0% | -6.8% | +3.2% |
| 3M | -14.8% | -3.9% | -10.9% | -14.7% |
| 6M | +8.0% | -3.3% | +11.4% | +7.6% |
| YTD | +4.5% | -4.6% | +9.1% | +3.1% |
| 1Y | +9.8% | -7.0% | +16.8% | +8.7% |
| 3Y | +144.2% | -24.4% | +168.6% | +146.3% |
| All | +132.6% | -32.4% | +165.0% | +114.0% |
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