+9.0%
MSFT vs RTX
+14.1%
-5.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.6% | +9.3% | +6.5% |
| 7D | +4.7% | +1.3% | +3.3% | +4.7% |
| 30D | +5.8% | +7.6% | -1.8% | +6.0% |
| 3M | +13.0% | -8.6% | +21.6% | +12.9% |
| 6M | +34.9% | +15.6% | +19.3% | +36.4% |
| YTD | +15.7% | +9.4% | +6.3% | +14.3% |
| 1Y | +9.0% | +14.7% | -5.7% | +5.8% |
| All | +9.0% | +14.1% | -5.1% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 1y: compounded portfolio wealth divided by compounded RTX 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…
1y analysis · Full analysis span regression · 6 months rolling