+144.2%
RTX vs MSI
+77.7%
+66.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -5.1% | +4.7% | -9.8% | -6.4% |
| 30D | +5.1% | +14.8% | -9.6% | +1.2% |
| 3M | -14.8% | +8.8% | -23.6% | -16.9% |
| 6M | +8.0% | +19.3% | -11.3% | +2.3% |
| YTD | +4.5% | +35.3% | -30.9% | -4.6% |
| 1Y | +9.8% | +33.8% | -23.9% | +0.7% |
| 3Y | +144.2% | +74.4% | +69.8% | +122.6% |
| All | +144.2% | +77.7% | +66.5% | +122.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling