+48.9%
MSFT vs TROW
+12.9%
+36.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | 0.0% |
| 7D | -1.0% | -1.5% | +0.5% | -0.5% |
| 30D | -2.7% | -5.3% | +2.6% | -0.9% |
| 3M | +22.1% | +2.9% | +19.2% | +20.4% |
| 6M | +20.6% | +22.2% | -1.6% | +12.0% |
| YTD | +2.3% | +8.1% | -5.8% | -1.3% |
| 1Y | -0.5% | +5.8% | -6.4% | -3.5% |
| All | +48.9% | +12.9% | +36.0% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling