+141,733.1%
MSFT vs RTX
+9,933.9%
+131,799.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | +1.7% | -5.1% | +6.8% | +3.8% |
| 30D | +0.2% | +5.1% | -5.0% | -2.2% |
| 3M | +6.4% | -14.8% | +21.2% | +13.1% |
| 6M | +28.7% | +8.0% | +20.7% | +23.4% |
| YTD | +10.4% | +4.5% | +5.9% | +6.4% |
| 1Y | +7.6% | +9.8% | -2.2% | +1.4% |
| 3Y | +52.3% | +144.2% | -91.9% | -0.3% |
| 5Y | +64.5% | +131.4% | -66.9% | +7.9% |
| 10Y | +917.8% | +273.3% | +644.6% | +405.7% |
| All | +141,733.1% | +9,933.9% | +131,799.1% | +20,867.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling