+144.2%
RTX vs MS
+157.8%
-13.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -5.1% | -1.6% | -3.6% | -4.8% |
| 30D | +5.1% | -3.8% | +8.9% | +5.9% |
| 3M | -14.8% | -14.6% | -0.2% | -11.9% |
| 6M | +8.0% | -5.1% | +13.1% | +8.8% |
| YTD | +4.5% | +4.5% | -0.1% | +2.6% |
| 1Y | +9.8% | +13.5% | -3.7% | +5.8% |
| 3Y | +144.2% | +160.4% | -16.2% | +105.4% |
| All | +144.2% | +157.8% | -13.6% | +105.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling