+7.4%
TROW vs MSTZ
-99.1%
+106.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -1.4% |
| 7D | -3.2% | +17.0% | -20.2% | -2.2% |
| 30D | -4.6% | -61.8% | +57.2% | -8.8% |
| 3M | -0.7% | -54.6% | +53.9% | -2.8% |
| 6M | +22.2% | -59.3% | +81.5% | +20.6% |
| YTD | +6.6% | -74.6% | +81.2% | +5.3% |
| 1Y | +5.8% | -18.8% | +24.6% | +13.6% |
| All | +7.4% | -99.1% | +106.6% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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