+278.0%
RTX vs MS
+802.6%
-524.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.8% |
| 7D | -5.2% | +1.4% | -6.5% | -5.8% |
| 30D | -9.4% | -0.3% | -9.1% | -9.4% |
| 3M | +12.3% | +0.3% | +12.0% | +11.5% |
| 6M | -3.1% | +31.3% | -34.5% | -15.5% |
| YTD | +10.7% | +24.7% | -14.0% | -1.8% |
| 1Y | +28.4% | +47.9% | -19.5% | +4.4% |
| 3Y | +147.1% | +178.3% | -31.3% | +39.6% |
| 5Y | +167.2% | +144.9% | +22.4% | +56.5% |
| All | +278.0% | +802.6% | -524.6% | +9.7% |
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