+878.4%
MSFT vs TROW
+130.0%
+748.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.2% |
| 7D | -0.8% | -3.2% | +2.4% | +0.8% |
| 30D | +0.8% | -4.6% | +5.4% | +3.2% |
| 3M | +27.2% | -0.7% | +27.9% | +27.0% |
| 6M | +22.9% | +22.2% | +0.7% | +10.2% |
| YTD | +3.1% | +6.6% | -3.5% | -1.4% |
| 1Y | -0.3% | +5.8% | -6.1% | -4.6% |
| 3Y | +50.1% | +11.6% | +38.5% | +35.3% |
| 5Y | +74.6% | -38.9% | +113.6% | +111.0% |
| All | +878.4% | +130.0% | +748.3% | +596.0% |
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