+645.5%
MSTR vs TROW
+132.8%
+512.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -11.2% | -3.0% | -8.2% | -8.8% |
| 30D | +33.8% | -5.5% | +39.2% | +41.1% |
| 3M | +11.5% | +2.3% | +9.2% | +10.3% |
| 6M | -7.2% | +23.9% | -31.1% | -21.8% |
| YTD | -15.4% | +7.9% | -23.3% | -19.4% |
| 1Y | -60.6% | +6.1% | -66.7% | -61.9% |
| 3Y | +260.8% | +13.8% | +247.0% | +233.1% |
| 5Y | +108.8% | -38.2% | +147.0% | +190.1% |
| All | +645.5% | +132.8% | +512.7% | +555.7% |
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