+3,831.1%
MSI vs TROW
+14,398.8%
-10,567.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -5.8% | +0.4% | -6.2% | -5.9% |
| 30D | -1.0% | -4.0% | +3.1% | +0.5% |
| 3M | +14.2% | +5.0% | +9.1% | +11.7% |
| 6M | +1.0% | +24.3% | -23.3% | -7.4% |
| YTD | +21.5% | +9.8% | +11.7% | +16.1% |
| 1Y | -2.1% | +6.4% | -8.6% | -5.6% |
| 3Y | +69.3% | +15.8% | +53.5% | +53.9% |
| 5Y | +99.3% | -37.3% | +136.6% | +120.8% |
| 10Y | +595.0% | +130.6% | +464.4% | +355.2% |
| All | +3,831.1% | +14,398.8% | -10,567.6% | +675.2% |
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