-88.4%
MSTU vs TROW
+8.7%
-97.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.2% | -6.6% | -6.4% |
| 7D | -22.0% | -3.0% | -19.0% | -15.9% |
| 30D | +60.3% | -5.5% | +65.8% | +87.6% |
| 3M | -3.7% | +2.3% | -6.0% | -4.5% |
| 6M | -45.2% | +23.9% | -69.1% | -64.5% |
| YTD | -64.3% | +7.9% | -72.2% | -67.2% |
| 1Y | -94.0% | +6.1% | -100.1% | -94.2% |
| All | -88.4% | +8.7% | -97.0% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling