+148.5%
RTX vs MSCI
+7.0%
+141.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.2% |
| 7D | +3.4% | -0.7% | +4.0% | +3.5% |
| 30D | +8.4% | +16.2% | -7.8% | +5.3% |
| 3M | -10.7% | +16.1% | -26.8% | -13.2% |
| 6M | +11.7% | +12.9% | -1.2% | +8.7% |
| YTD | +9.3% | +14.8% | -5.5% | +5.6% |
| 1Y | +13.3% | +13.8% | -0.5% | +9.6% |
| 3Y | +156.1% | +31.2% | +124.9% | +138.3% |
| 5Y | +148.5% | +5.6% | +143.0% | +138.9% |
| All | +148.5% | +7.0% | +141.6% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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