+283.9%
RTX vs MSI
+593.5%
-309.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.3% |
| 7D | -1.6% | -4.0% | +2.4% | +0.3% |
| 30D | -11.6% | -0.5% | -11.1% | -11.4% |
| 3M | +9.2% | +11.4% | -2.2% | +3.1% |
| 6M | -4.4% | +1.0% | -5.4% | -5.8% |
| YTD | +8.9% | +20.7% | -11.8% | -2.0% |
| 1Y | +32.1% | -2.7% | +34.8% | +32.0% |
| 3Y | +151.2% | +68.2% | +83.0% | +84.7% |
| 5Y | +162.9% | +100.0% | +62.9% | +71.4% |
| 10Y | +283.9% | +596.9% | -312.9% | +55.9% |
| All | +283.9% | +593.5% | -309.6% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling