-87.5%
MSTU vs TROW
+8.9%
-96.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -1.8% |
| 7D | +12.9% | -1.5% | +14.4% | +18.2% |
| 30D | +68.3% | -5.3% | +73.6% | +96.2% |
| 3M | +0.4% | +2.9% | -2.6% | -2.1% |
| 6M | -41.5% | +22.2% | -63.7% | -61.0% |
| YTD | -61.7% | +8.1% | -69.8% | -64.9% |
| 1Y | -93.7% | +5.8% | -99.5% | -93.8% |
| All | -87.5% | +8.9% | -96.4% | -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 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