+134.3%
RTX vs MS
+110.9%
+23.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.9% | +2.6% | -1.7% |
| 7D | -3.8% | -3.4% | -0.4% | -2.9% |
| 30D | +4.7% | -3.9% | +8.6% | +5.7% |
| 3M | -13.4% | -15.9% | +2.5% | -9.3% |
| 6M | +11.8% | -2.5% | +14.3% | +11.9% |
| YTD | +5.8% | +5.1% | +0.7% | +3.1% |
| 1Y | +11.9% | +13.0% | -1.0% | +6.7% |
| 3Y | +146.3% | +160.7% | -14.4% | +76.1% |
| 5Y | +134.3% | +114.0% | +20.3% | +71.6% |
| All | +134.3% | +110.9% | +23.3% | +71.6% |
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