+885.0%
MSFT vs RTX
+275.5%
+609.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | -1.0% | -1.6% | +0.6% | -0.5% |
| 30D | -2.7% | -11.6% | +8.9% | +1.2% |
| 3M | +22.1% | +9.2% | +12.9% | +18.2% |
| 6M | +20.6% | -4.4% | +25.0% | +21.6% |
| YTD | +2.3% | +8.9% | -6.6% | -1.7% |
| 1Y | -0.5% | +32.1% | -32.7% | -10.9% |
| 3Y | +50.5% | +151.2% | -100.7% | +4.3% |
| 5Y | +72.3% | +162.9% | -90.6% | +15.4% |
| 10Y | +885.0% | +283.9% | +601.1% | +467.1% |
| All | +885.0% | +275.5% | +609.6% | +467.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling