+169.3%
RTX vs MS
+145.3%
+24.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -5.2% | +1.4% | -6.5% | -5.5% |
| 30D | -9.4% | -0.3% | -9.1% | -9.4% |
| 3M | +12.3% | +0.3% | +12.0% | +11.9% |
| 6M | -3.1% | +31.3% | -34.5% | -10.7% |
| YTD | +10.7% | +24.7% | -14.0% | +3.1% |
| 1Y | +28.4% | +47.9% | -19.5% | +13.4% |
| 3Y | +147.1% | +178.3% | -31.3% | +75.7% |
| All | +169.3% | +145.3% | +24.0% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling