+11,396.3%
RTX vs MS
+6,088.6%
+5,307.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.6% |
| YTD | +10.7% | +24.7% | -14.0% | +3.3% |
| 1Y | +28.4% | +47.9% | -19.5% | +14.0% |
| 3Y | +147.1% | +178.3% | -31.3% | +80.7% |
| 5Y | +167.2% | +144.9% | +22.4% | +100.0% |
| 10Y | +274.7% | +804.5% | -529.8% | +97.0% |
| All | +11,396.3% | +6,088.6% | +5,307.8% | +3,016.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling