+570.4%
MSTR vs RTX
+267.3%
+303.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | -1.2% | -5.1% | +3.9% | +1.3% |
| 30D | -15.9% | +5.1% | -21.1% | -18.4% |
| 3M | +33.1% | -14.8% | +47.9% | +42.4% |
| 6M | -31.0% | +8.0% | -39.0% | -35.1% |
| YTD | -15.1% | +4.5% | -19.6% | -19.0% |
| 1Y | -45.6% | +9.8% | -55.5% | -49.4% |
| 3Y | +180.5% | +144.2% | +36.3% | +64.3% |
| 5Y | +61.7% | +131.4% | -69.8% | +0.2% |
| All | +570.4% | +267.3% | +303.1% | +235.7% |
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