+50.6%
MSFT vs RTX
+140.5%
-90.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | +1.7% | -5.1% | +6.8% | +1.9% |
| 30D | +0.2% | +5.1% | -5.0% | -0.3% |
| 3M | +6.4% | -14.8% | +21.2% | +7.5% |
| 6M | +28.7% | +8.0% | +20.7% | +27.8% |
| YTD | +10.4% | +4.5% | +5.9% | +9.4% |
| 1Y | +7.6% | +9.8% | -2.2% | +5.9% |
| All | +50.6% | +140.5% | -90.0% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling