+803.2%
MS vs TROW
+128.2%
+675.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.6% |
| 7D | +1.7% | -1.5% | +3.2% | +2.7% |
| 30D | 0.0% | -5.3% | +5.3% | +3.7% |
| 3M | +3.0% | +2.9% | 0.0% | +0.1% |
| 6M | +35.7% | +22.2% | +13.5% | +17.1% |
| YTD | +23.3% | +8.1% | +15.2% | +15.6% |
| 1Y | +44.7% | +5.8% | +38.9% | +37.3% |
| 3Y | +178.0% | +14.0% | +164.0% | +146.8% |
| 5Y | +143.2% | -38.3% | +181.5% | +223.0% |
| 10Y | +803.2% | +131.7% | +671.5% | +326.9% |
| All | +803.2% | +128.2% | +675.0% | +326.9% |
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