+1,543.4%
RTX vs MKSI
+2,206.8%
-663.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.3% |
| 7D | -3.1% | +7.7% | -10.8% | -4.4% |
| 30D | -10.6% | -12.9% | +2.3% | -8.5% |
| 3M | +11.6% | -14.8% | +26.5% | +12.8% |
| 6M | -4.5% | +26.6% | -31.2% | -11.0% |
| YTD | +9.6% | +66.6% | -57.0% | -3.5% |
| 1Y | +30.8% | +144.6% | -113.7% | +6.2% |
| 3Y | +152.8% | +193.1% | -40.3% | +86.7% |
| 5Y | +167.1% | +88.6% | +78.5% | +107.5% |
| 10Y | +275.2% | +490.9% | -215.7% | +124.6% |
| All | +1,543.4% | +2,206.8% | -663.4% | +682.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling