+71.4%
MSFT vs RTX
+167.2%
-95.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -1.4% | -3.1% | +1.7% | -0.8% |
| 30D | -1.0% | -10.6% | +9.5% | +1.1% |
| 3M | +20.2% | +11.6% | +8.5% | +17.3% |
| 6M | +21.3% | -4.5% | +25.8% | +22.2% |
| YTD | +2.8% | +9.6% | -6.8% | 0.0% |
| 1Y | 0.0% | +30.8% | -30.9% | -7.1% |
| 3Y | +51.2% | +152.8% | -101.6% | +14.7% |
| 5Y | +71.4% | +167.1% | -95.7% | +20.4% |
| All | +71.4% | +167.2% | -95.8% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling