+268.6%
RTX vs MS
+576.8%
-308.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -1.7% | +0.8% | -2.5% | -2.2% |
| 30D | +7.7% | -0.7% | +8.4% | +7.7% |
| 3M | -10.3% | -12.4% | +2.0% | -5.1% |
| 6M | +14.6% | -1.7% | +16.3% | +14.2% |
| YTD | +10.4% | +8.0% | +2.3% | +4.2% |
| 1Y | +13.5% | +16.2% | -2.7% | +3.3% |
| 3Y | +158.6% | +171.3% | -12.7% | +46.2% |
| 5Y | +147.3% | +124.8% | +22.5% | +49.0% |
| 10Y | +268.6% | +553.7% | -285.0% | +32.2% |
| All | +268.6% | +576.8% | -308.2% | +32.2% |
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