+601.1%
MSI vs TROW
+130.0%
+471.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | -0.4% | -3.2% | +2.8% | +0.8% |
| 30D | -0.8% | -4.6% | +3.8% | +0.9% |
| 3M | +13.9% | -0.7% | +14.6% | +13.8% |
| 6M | +1.3% | +22.2% | -20.9% | -6.5% |
| YTD | +22.3% | +6.6% | +15.7% | +18.1% |
| 1Y | -3.9% | +5.8% | -9.7% | -7.1% |
| 3Y | +69.9% | +11.6% | +58.3% | +56.0% |
| 5Y | +103.8% | -38.9% | +142.7% | +136.2% |
| All | +601.1% | +130.0% | +471.0% | +374.6% |
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