+137.8%
MSTR vs TROW
+37.2%
+100.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | -10.7% | +4.4% | -15.1% | -15.1% |
| 30D | -21.6% | +5.5% | -27.0% | -26.1% |
| 3M | +24.4% | -1.3% | +25.7% | +27.4% |
| 6M | -35.5% | +7.9% | -43.3% | -40.2% |
| YTD | -20.3% | +12.6% | -33.0% | -29.6% |
| 1Y | -49.3% | +13.3% | -62.7% | -55.6% |
| 3Y | +137.8% | +38.6% | +99.2% | +97.4% |
| All | +137.8% | +37.2% | +100.6% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling