Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MTSXX (Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio) | 1.37% | 3.02% | 3.53% | 2.16% | 1.13% | 0.75% | 0.57% | 0.57% |
Data as of 08/01/2025, AR inception is 11/24/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTSXX (Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio) | 11/24/2004 | 08/01/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.02 | 3.53 | 2.16 | 1.13 | 0.75 | 0.57 | 0.57 | 1.37 | 3.88 | 3.66 | 1.15 | 0.00 | 0.00 | 0.61 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Sharpe Ratio | NA | -0.13 | 0.13 | 0.07 | -0.48 | NA | NA | -1.44 | -0.76 | -2.17 | -0.51 | -0.50 | 0.00 | 0.00 | -2.63 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Standard Deviation(%) | NA | 1.05 | 1.14 | 0.89 | 0.64 | NA | NA | 0.45 | 0.89 | 1.25 | 1.19 | 0.47 | NA | NA | 0.30 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| Draw Down(%) | NA | 0.00 | 0.00 | 0.00 | 0.00 | NA | NA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Yield(%) | 0.00 | 3.36 | 4.11 | 2.52 | 1.32 | 0.88 | 0.66 | 0.66 | 1.36 | 4.98 | 4.80 | 1.46 | 0.00 | 0.00 | 0.60 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/01/2025, AR inception is 11/24/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTSXX (Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio) |
0.00%
Dec 2004 - Dec 2007 |
0.00%
Dec 2004 - Dec 2009 |
0.00%
Dec 2004 - Dec 2014 |
0.04%
Dec 2004 - Dec 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTSXX (Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio) |
3.61%
Apr 2022 - Apr 2025 |
2.16%
Apr 2020 - Apr 2025 |
1.13%
Apr 2015 - Apr 2025 |
0.75%
Apr 2010 - Apr 2025 |
Annualized Rolling Returns Comparison Chart