+611.5%
MSCI vs TROW
+132.8%
+478.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -4.7% | -3.0% | -1.7% | -3.1% |
| 30D | -2.2% | -5.5% | +3.3% | +0.9% |
| 3M | -9.7% | +2.3% | -12.0% | -11.4% |
| 6M | +0.3% | +23.9% | -23.7% | -11.8% |
| YTD | -3.5% | +7.9% | -11.4% | -8.6% |
| 1Y | -1.4% | +6.1% | -7.5% | -6.0% |
| 3Y | +6.6% | +13.8% | -7.3% | -5.3% |
| 5Y | -10.9% | -38.2% | +27.3% | +9.2% |
| All | +611.5% | +132.8% | +478.7% | +369.7% |
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