+133,470.7%
MSFT vs RTX
+10,530.0%
+122,940.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.8% |
| 7D | -2.7% | -5.2% | +2.5% | -0.6% |
| 30D | +2.7% | -9.4% | +12.1% | +6.9% |
| 3M | +17.0% | +12.3% | +4.7% | +10.9% |
| 6M | +23.8% | -3.1% | +26.9% | +24.1% |
| YTD | +4.0% | +10.7% | -6.7% | -1.8% |
| 1Y | -0.8% | +28.4% | -29.2% | -12.4% |
| 3Y | +55.6% | +147.1% | -91.5% | +1.3% |
| 5Y | +72.9% | +167.2% | -94.3% | +7.0% |
| 10Y | +875.8% | +274.7% | +601.1% | +386.5% |
| All | +133,470.7% | +10,530.0% | +122,940.7% | +19,254.3% |
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 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