+73.2%
MSFU vs TROW
+7.1%
+66.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.9% |
| 7D | -1.8% | -3.2% | +1.4% | +0.4% |
| 30D | +0.5% | -4.6% | +5.1% | +3.7% |
| 3M | +51.9% | -0.7% | +52.5% | +51.6% |
| 6M | +35.0% | +22.2% | +12.7% | +16.2% |
| YTD | -9.0% | +6.6% | -15.7% | -14.3% |
| 1Y | -18.8% | +5.8% | -24.6% | -23.4% |
| 3Y | +25.5% | +11.6% | +13.9% | +11.0% |
| All | +73.2% | +7.1% | +66.0% | +58.4% |
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 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