+538.5%
RTX vs MSCI
+3,169.6%
-2,631.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -2.4% |
| 7D | -3.8% | +6.0% | -9.8% | -5.6% |
| 30D | +4.7% | +18.2% | -13.5% | -0.9% |
| 3M | -13.4% | +15.1% | -28.5% | -17.5% |
| 6M | +11.8% | +13.7% | -1.9% | +6.4% |
| YTD | +5.8% | +15.6% | -9.8% | -0.7% |
| 1Y | +11.9% | +16.3% | -4.4% | +4.8% |
| 3Y | +146.3% | +36.9% | +109.4% | +113.6% |
| 5Y | +134.3% | +6.3% | +128.0% | +113.1% |
| 10Y | +277.9% | +823.0% | -545.1% | +58.4% |
| All | +538.5% | +3,169.6% | -2,631.2% | +63.3% |
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