+514.9%
MKSI vs TROW
+130.0%
+384.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +3.1% |
| 7D | +2.7% | -3.2% | +5.9% | +5.5% |
| 30D | -12.8% | -4.6% | -8.2% | -9.4% |
| 3M | -22.5% | -0.7% | -21.9% | -23.3% |
| 6M | +19.4% | +22.2% | -2.8% | -1.0% |
| YTD | +67.7% | +6.6% | +61.1% | +54.9% |
| 1Y | +131.4% | +5.8% | +125.6% | +115.3% |
| 3Y | +197.3% | +11.6% | +185.7% | +169.2% |
| 5Y | +87.0% | -38.9% | +125.9% | +166.6% |
| All | +514.9% | +130.0% | +384.9% | +303.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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