+553.7%
MS vs TROW
+136.0%
+417.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +0.8% | +4.4% | -3.6% | -2.0% |
| 30D | -0.7% | +5.5% | -6.2% | -4.2% |
| 3M | -12.4% | -1.3% | -11.1% | -11.7% |
| 6M | -1.7% | +7.9% | -9.6% | -7.5% |
| YTD | +8.0% | +12.6% | -4.6% | -1.6% |
| 1Y | +16.2% | +13.3% | +2.9% | +5.3% |
| 3Y | +171.3% | +38.6% | +132.7% | +111.0% |
| 5Y | +124.8% | -34.7% | +159.5% | +187.8% |
| 10Y | +553.7% | +129.9% | +423.7% | +231.4% |
| All | +553.7% | +136.0% | +417.7% | +231.4% |
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