+73.2%
MSFT vs TROW
-38.8%
+112.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | +0.2% |
| 7D | -1.0% | -1.5% | +0.5% | -0.4% |
| 30D | -2.7% | -5.3% | +2.6% | -0.3% |
| 3M | +22.1% | +2.9% | +19.2% | +19.9% |
| 6M | +20.6% | +22.2% | -1.6% | +9.2% |
| YTD | +2.3% | +8.1% | -5.8% | -2.4% |
| 1Y | -0.5% | +5.8% | -6.4% | -4.4% |
| 3Y | +50.5% | +14.0% | +36.5% | +35.3% |
| All | +73.2% | -38.8% | +112.0% | +101.4% |
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