+926.7%
MTSI vs TROW
+186.1%
+740.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.3% | +11.1% | +11.0% |
| 7D | -10.0% | +4.3% | -14.3% | -12.4% |
| 30D | -37.2% | +4.2% | -41.4% | -38.9% |
| 3M | -30.1% | -3.4% | -26.7% | -28.6% |
| 6M | -31.9% | +4.7% | -36.6% | -35.1% |
| YTD | +23.2% | +10.1% | +13.1% | +12.1% |
| 1Y | +26.4% | +11.7% | +14.7% | +13.8% |
| 3Y | +186.2% | +32.5% | +153.6% | +125.4% |
| 5Y | +187.0% | -38.5% | +225.6% | +278.2% |
| 10Y | +460.4% | +148.0% | +312.3% | +176.2% |
| All | +926.7% | +186.1% | +740.5% | +418.1% |
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