+283.2%
MSTR vs TROW
+14.8%
+268.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.0% |
| 7D | +9.3% | +0.4% | +8.9% | +9.1% |
| 30D | +36.5% | -4.0% | +40.5% | +43.8% |
| 3M | +7.3% | +5.0% | +2.3% | +2.4% |
| 6M | +2.2% | +24.3% | -22.1% | -18.9% |
| YTD | -10.2% | +9.8% | -19.9% | -18.2% |
| 1Y | -58.6% | +6.4% | -65.1% | -61.0% |
| 3Y | +283.2% | +15.8% | +267.4% | +255.5% |
| All | +283.2% | +14.8% | +268.4% | +255.5% |
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