+180.5%
MSTR vs RTX
+143.3%
+37.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -1.2% | -5.1% | +3.9% | -0.5% |
| 30D | -15.9% | +5.1% | -21.1% | -16.8% |
| 3M | +33.1% | -14.8% | +47.9% | +36.6% |
| 6M | -31.0% | +8.0% | -39.0% | -33.4% |
| YTD | -15.1% | +4.5% | -19.6% | -16.8% |
| 1Y | -45.6% | +9.8% | -55.5% | -47.3% |
| 3Y | +180.5% | +144.2% | +36.3% | +160.8% |
| All | +180.5% | +143.3% | +37.2% | +160.8% |
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