+150.6%
RTX vs MS
+178.0%
-27.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -5.2% | +1.4% | -6.5% | -5.4% |
| 30D | -9.4% | -0.3% | -9.1% | -9.4% |
| 3M | +12.3% | +0.3% | +12.0% | +12.0% |
| 6M | -3.1% | +31.3% | -34.5% | -9.0% |
| YTD | +10.7% | +24.7% | -14.0% | +4.9% |
| 1Y | +28.4% | +47.9% | -19.5% | +16.8% |
| All | +150.6% | +178.0% | -27.4% | +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