-88.0%
MSTU vs TROW
+7.4%
-95.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.7% | +6.4% |
| 7D | -16.6% | -3.2% | -13.4% | -9.8% |
| 30D | +69.7% | -4.6% | +74.3% | +94.5% |
| 3M | -7.5% | -0.7% | -6.8% | -2.1% |
| 6M | -43.1% | +22.2% | -65.3% | -62.0% |
| YTD | -63.0% | +6.6% | -69.7% | -65.1% |
| 1Y | -93.8% | +5.8% | -99.6% | -93.9% |
| All | -88.0% | +7.4% | -95.4% | -89.6% |
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 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