+267.0%
RTX vs MS
+544.7%
-277.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.1% |
| 7D | +3.4% | +3.7% | -0.3% | +1.7% |
| 30D | +8.4% | +2.0% | +6.4% | +7.1% |
| 3M | -10.7% | -12.6% | +1.9% | -5.4% |
| 6M | +11.7% | -0.3% | +12.0% | +10.6% |
| YTD | +9.3% | +9.0% | +0.4% | +2.8% |
| 1Y | +13.3% | +13.9% | -0.6% | +4.2% |
| 3Y | +156.1% | +173.6% | -17.5% | +44.2% |
| 5Y | +148.5% | +122.0% | +26.6% | +51.0% |
| All | +267.0% | +544.7% | -277.7% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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