+530.7%
RTX vs MSCI
+3,095.4%
-2,564.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -0.5% |
| 7D | -5.1% | +2.8% | -8.0% | -6.1% |
| 30D | +5.1% | +15.4% | -10.3% | +0.3% |
| 3M | -14.8% | +13.4% | -28.2% | -18.4% |
| 6M | +8.0% | +10.9% | -2.9% | +3.6% |
| YTD | +4.5% | +13.0% | -8.5% | -1.2% |
| 1Y | +9.8% | +12.0% | -2.2% | +4.2% |
| 3Y | +144.2% | +34.1% | +110.1% | +113.2% |
| 5Y | +131.4% | +3.9% | +127.5% | +112.1% |
| 10Y | +273.3% | +802.0% | -528.8% | +57.6% |
| All | +530.7% | +3,095.4% | -2,564.7% | +62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling