-10.1%
MSCI vs TROW
-38.1%
+28.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.4% |
| 7D | -1.1% | -1.5% | +0.4% | -0.3% |
| 30D | -1.2% | -5.3% | +4.1% | +1.8% |
| 3M | -8.4% | +2.9% | -11.3% | -10.5% |
| 6M | -1.0% | +22.2% | -23.2% | -12.5% |
| YTD | -2.3% | +8.1% | -10.3% | -7.7% |
| 1Y | -1.2% | +5.8% | -7.0% | -5.8% |
| 3Y | +7.9% | +14.0% | -6.1% | -5.0% |
| 5Y | -10.1% | -38.3% | +28.2% | +16.8% |
| All | -10.1% | -38.1% | +28.0% | +16.8% |
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