+147.4%
RTX vs MS
+123.3%
+24.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +4.8% | +5.1% | -0.3% | +3.4% |
| 30D | +6.5% | +5.7% | +0.8% | +4.8% |
| 3M | -9.6% | -12.2% | +2.5% | -6.5% |
| 6M | +12.3% | -0.5% | +12.8% | +11.9% |
| YTD | +9.5% | +9.8% | -0.4% | +5.4% |
| 1Y | +15.8% | +17.7% | -1.9% | +9.2% |
| 3Y | +157.0% | +176.8% | -19.8% | +80.5% |
| All | +147.4% | +123.3% | +24.1% | +79.7% |
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 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