+889.6%
MSFT vs RTX
+277.8%
+611.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -1.4% | -3.1% | +1.7% | -0.4% |
| 30D | -1.0% | -10.6% | +9.5% | +2.5% |
| 3M | +20.2% | +11.6% | +8.5% | +15.5% |
| 6M | +21.3% | -4.5% | +25.8% | +22.3% |
| YTD | +2.8% | +9.6% | -6.8% | -1.5% |
| 1Y | 0.0% | +30.8% | -30.9% | -10.1% |
| 3Y | +51.2% | +152.8% | -101.6% | +4.6% |
| 5Y | +71.4% | +167.1% | -95.7% | +14.1% |
| All | +889.6% | +277.8% | +611.8% | +468.6% |
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