+956.8%
MSTR vs TROW
+1,237.7%
-281.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.8% |
| 7D | -13.4% | +0.5% | -13.9% | -13.7% |
| 30D | -22.1% | +9.3% | -31.4% | -25.8% |
| 3M | +15.0% | -0.9% | +15.9% | +16.5% |
| 6M | -37.3% | +8.3% | -45.6% | -39.5% |
| YTD | -26.5% | +10.6% | -37.2% | -29.3% |
| 1Y | -46.5% | +10.5% | -57.0% | -48.5% |
| 3Y | +121.1% | +36.5% | +84.6% | +93.7% |
| 5Y | +37.5% | -37.1% | +74.6% | +94.2% |
| 10Y | +467.3% | +125.2% | +342.1% | +308.7% |
| All | +956.8% | +1,237.7% | -281.0% | +133.6% |
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 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