+88.0%
MSFU vs TROW
+11.2%
+76.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.1% |
| 7D | -2.8% | +0.5% | -3.2% | -3.1% |
| 30D | -5.3% | +9.3% | -14.7% | -10.6% |
| 3M | +7.2% | -0.9% | +8.2% | +8.2% |
| 6M | +51.0% | +8.3% | +42.6% | +42.2% |
| YTD | -1.2% | +10.6% | -11.9% | -9.1% |
| 1Y | -10.3% | +10.5% | -20.9% | -17.7% |
| 3Y | +22.2% | +36.5% | -14.3% | -6.1% |
| All | +88.0% | +11.2% | +76.8% | +68.2% |
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