+30.8%
RTX vs MSI
-2.0%
+32.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | -3.1% | -5.8% | +2.7% | -1.8% |
| 30D | -10.6% | -1.0% | -9.6% | -10.4% |
| 3M | +11.6% | +14.2% | -2.5% | +8.1% |
| 6M | -4.5% | +1.0% | -5.6% | -5.1% |
| YTD | +9.6% | +21.5% | -11.9% | +5.2% |
| 1Y | +30.8% | -2.1% | +33.0% | +36.1% |
| All | +30.8% | -2.0% | +32.8% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling