+468.8%
MTSI vs TROW
+122.3%
+346.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.2% | -6.0% |
| 7D | +10.0% | +0.5% | +9.5% | +9.7% |
| 30D | -20.3% | +9.3% | -29.7% | -25.0% |
| 3M | -24.4% | -0.9% | -23.5% | -24.1% |
| 6M | -39.2% | +8.3% | -47.5% | -43.3% |
| YTD | +35.5% | +10.6% | +24.8% | +22.9% |
| 1Y | +43.0% | +10.5% | +32.5% | +29.6% |
| 3Y | +196.3% | +36.5% | +159.7% | +127.8% |
| 5Y | +210.0% | -37.1% | +247.1% | +305.4% |
| All | +468.8% | +122.3% | +346.5% | +252.7% |
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