+915.1%
MSFT vs RTX
+262.2%
+652.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -1.3% | +4.8% | -6.0% | -2.7% |
| 30D | -1.8% | +6.5% | -8.3% | -4.0% |
| 3M | +5.6% | -9.6% | +15.3% | +8.8% |
| 6M | +29.8% | +12.3% | +17.5% | +24.0% |
| YTD | +9.0% | +9.5% | -0.4% | +4.3% |
| 1Y | +4.9% | +15.8% | -10.9% | -1.7% |
| 3Y | +46.2% | +157.0% | -110.8% | +0.4% |
| 5Y | +62.1% | +148.8% | -86.7% | +10.6% |
| All | +915.1% | +262.2% | +652.9% | +471.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling