+279.2%
RTX vs MKSI
+524.1%
-244.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.6% |
| 7D | -1.5% | +2.7% | -4.2% | -2.1% |
| 30D | -11.0% | -12.8% | +1.8% | -8.8% |
| 3M | +7.7% | -22.5% | +30.2% | +10.7% |
| 6M | -3.9% | +19.4% | -23.3% | -10.3% |
| YTD | +9.0% | +67.7% | -58.8% | -6.1% |
| 1Y | +27.3% | +131.4% | -104.2% | +1.2% |
| 3Y | +172.9% | +197.3% | -24.4% | +88.4% |
| 5Y | +165.2% | +87.0% | +78.2% | +98.6% |
| All | +279.2% | +524.1% | -244.9% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 10y: compounded portfolio wealth divided by compounded MKSI 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…
10y analysis · Full analysis span regression · 6 months rolling