+144.8%
MS vs TROW
-36.6%
+181.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +2.5% | +0.4% | +2.1% | +2.2% |
| 30D | 0.0% | -4.0% | +4.0% | +2.3% |
| 3M | +2.4% | +5.0% | -2.6% | -1.1% |
| 6M | +36.4% | +24.3% | +12.1% | +19.3% |
| YTD | +23.8% | +9.8% | +14.0% | +16.2% |
| 1Y | +48.6% | +6.4% | +42.2% | +41.8% |
| 3Y | +179.1% | +15.8% | +163.3% | +150.9% |
| 5Y | +144.8% | -37.3% | +182.1% | +203.2% |
| All | +144.8% | -36.6% | +181.5% | +203.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling