+10,266.7%
RTX vs MSI
+4,035.2%
+6,231.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -5.2% | -3.7% | -1.5% | -4.3% |
| 30D | -9.4% | +6.8% | -16.2% | -10.9% |
| 3M | +12.3% | +14.3% | -2.0% | +8.7% |
| 6M | -3.1% | -1.6% | -1.6% | -3.1% |
| YTD | +10.7% | +22.8% | -12.1% | +5.1% |
| 1Y | +28.4% | -1.1% | +29.5% | +28.0% |
| 3Y | +147.1% | +70.5% | +76.6% | +116.1% |
| 5Y | +167.2% | +102.8% | +64.4% | +123.2% |
| 10Y | +274.7% | +597.4% | -322.7% | +142.1% |
| All | +10,266.7% | +4,035.2% | +6,231.5% | +3,519.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling