+568.1%
RTX vs MSCI
+2,756.4%
-2,188.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -5.2% | +0.4% | -5.6% | -5.3% |
| 30D | -9.4% | +0.6% | -9.9% | -9.6% |
| 3M | +12.3% | -7.1% | +19.4% | +14.3% |
| 6M | -3.1% | +0.8% | -4.0% | -4.3% |
| YTD | +10.7% | +1.0% | +9.7% | +8.8% |
| 1Y | +28.4% | +4.3% | +24.1% | +24.4% |
| 3Y | +147.1% | +9.9% | +137.1% | +130.4% |
| 5Y | +167.2% | -6.8% | +174.0% | +153.3% |
| 10Y | +274.7% | +614.7% | -339.9% | +70.9% |
| All | +568.1% | +2,756.4% | -2,188.3% | +78.8% |
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