+10,266.7%
RTX vs MOS
+155.8%
+10,110.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.0% |
| 7D | -5.2% | +9.5% | -14.7% | -7.1% |
| 30D | -9.4% | +10.4% | -19.8% | -11.6% |
| 3M | +12.3% | +12.9% | -0.6% | +8.6% |
| 6M | -3.1% | +1.2% | -4.4% | -4.9% |
| YTD | +10.7% | +9.3% | +1.4% | +6.4% |
| 1Y | +28.4% | -18.0% | +46.4% | +30.9% |
| 3Y | +147.1% | -29.0% | +176.1% | +153.5% |
| 5Y | +167.2% | -9.6% | +176.8% | +149.4% |
| 10Y | +274.7% | +6.1% | +268.7% | +210.4% |
| All | +10,266.7% | +155.8% | +10,110.9% | +5,286.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling