+320.4%
MTSI vs TROW
-37.5%
+357.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.1% |
| 7D | +1.4% | -1.3% | +2.7% | +2.2% |
| 30D | +2.1% | -4.5% | +6.6% | +4.8% |
| 3M | -29.7% | +3.9% | -33.6% | -32.3% |
| 6M | +12.5% | +22.6% | -10.0% | -3.0% |
| YTD | +57.0% | +10.1% | +46.9% | +43.7% |
| 1Y | +103.9% | +3.6% | +100.3% | +94.6% |
| 3Y | +223.6% | +12.4% | +211.2% | +185.7% |
| All | +320.4% | -37.5% | +357.8% | +442.7% |
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 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