+133,470.8%
MSFT vs TROW
+14,446.5%
+119,024.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.7% |
| 7D | -2.7% | -1.3% | -1.4% | -2.3% |
| 30D | +2.7% | -4.5% | +7.2% | +4.3% |
| 3M | +17.0% | +3.9% | +13.1% | +15.2% |
| 6M | +23.8% | +22.6% | +1.3% | +15.3% |
| YTD | +4.0% | +10.1% | -6.2% | +0.1% |
| 1Y | -0.8% | +3.6% | -4.4% | -2.8% |
| 3Y | +55.6% | +12.4% | +43.2% | +46.2% |
| 5Y | +72.9% | -37.5% | +110.4% | +94.1% |
| 10Y | +875.8% | +130.0% | +745.9% | +621.0% |
| All | +133,470.8% | +14,446.5% | +119,024.3% | +35,174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling