+273.8%
RTX vs MS
+614.4%
-340.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +2.1% |
| 7D | -3.2% | +0.7% | -3.9% | -3.6% |
| 30D | +5.6% | -0.9% | +6.5% | +5.7% |
| 3M | -11.7% | -13.0% | +1.3% | -6.3% |
| 6M | +12.3% | -2.0% | +14.3% | +12.1% |
| YTD | +8.2% | +7.8% | +0.4% | +2.2% |
| 1Y | +12.6% | +17.9% | -5.3% | +1.7% |
| 3Y | +152.8% | +174.8% | -22.0% | +41.8% |
| 5Y | +140.2% | +119.9% | +20.4% | +46.5% |
| 10Y | +273.8% | +578.8% | -305.1% | +26.2% |
| All | +273.8% | +614.4% | -340.7% | +26.2% |
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