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ISIN
US61744J5645
CUSIP
61744J564
Inception Date
Apr 2, 1991
Min. Investment
$1,000
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

MSEGX Performance Chart

Morgan Stanley Institutional Growth Portfolio (MSEGX) is down 4.1% since the beginning of the year. MSEGX is currently trading at $60 per share. Investors who bought $1,000 worth of MSEGX shares 5 years ago would now be looking at an investment worth $992.


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S&P 500 Index

Returns By Period

Morgan Stanley Institutional Growth Portfolio (MSEGX) has returned -4.14% so far this year and 4.78% over the past 12 months. Looking at the last ten years, MSEGX has achieved an annualized return of 16.91%, outperforming the S&P 500 Index benchmark, which averaged 13.75% per year.


Morgan Stanley Institutional Growth Portfolio

1D
5.06%
1M
4.07%
YTD
-4.14%
6M
-6.47%
1Y
4.78%
3Y*
25.46%
5Y*
-0.16%
10Y*
16.91%

Benchmark (S&P 500 Index)

1D
-0.57%
1M
1.39%
YTD
9.73%
6M
10.46%
1Y
24.50%
3Y*
19.43%
5Y*
12.21%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSEGX Monthly Returns History

Based on dividend-adjusted daily data since Dec 29, 1995, MSEGX's average daily return is +0.06%, while the average monthly return is +1.09%. At this rate, an investment would double in approximately 5.3 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2024 with a return of +23.9%, while the worst month was Jan 2022 at -22.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 8 months.

On a daily basis, MSEGX closed higher 53% of trading days. The best single day was Nov 11, 2022 with a return of +19.6%, while the worst single day was Mar 16, 2020 at -11.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-8.35%-3.22%-4.64%8.32%8.68%-3.72%-4.14%
20259.97%-7.27%-12.38%8.68%14.42%6.86%2.25%3.50%7.03%1.04%-9.44%1.12%24.43%
2024-5.84%11.76%2.07%-9.50%-1.94%5.03%1.16%6.51%6.03%7.42%23.89%-3.90%46.29%
202317.81%-4.14%4.05%-6.19%10.15%8.86%8.83%-9.26%-5.11%-8.76%18.03%12.34%49.87%
2022-22.20%-1.00%-4.92%-22.19%-16.80%-9.23%13.49%1.30%-10.15%2.52%-2.72%-10.37%-60.27%
20211.43%5.41%-8.19%5.37%-2.70%12.14%-0.07%2.19%-6.36%7.67%-3.33%-11.25%-0.31%

Benchmark Metrics

Morgan Stanley Institutional Growth Portfolio has an annualized alpha of 2.77%, beta of 1.13, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since December 29, 1995.

  • This fund captured 121.32% of S&P 500 Index gains and 108.98% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 2.77% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.13 and R2 of 0.65, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.77%
Beta
1.13
0.65
Upside Capture
121.32%
Downside Capture
108.98%

Expense Ratio

MSEGX has an expense ratio of 0.87%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MSEGX ranks 4 for risk / return — in the bottom 4% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


MSEGX Risk / Return Rank: 44
Overall Rank
MSEGX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
MSEGX Sortino Ratio Rank: 44
Sortino Ratio Rank
MSEGX Omega Ratio Rank: 44
Omega Ratio Rank
MSEGX Calmar Ratio Rank: 44
Calmar Ratio Rank
MSEGX Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Morgan Stanley Institutional Growth Portfolio (MSEGX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MSEGXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.75

Sortino ratioReturn per unit of downside risk

-2.18

Omega ratioGain probability vs. loss probability

1.06

1.36

-0.30

Calmar ratioReturn relative to maximum drawdown

0.24

2.71

-2.46

Martin ratioReturn relative to average drawdown

0.50

12.15

-11.65

Dividends

Dividend History

Morgan Stanley Institutional Growth Portfolio provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$5.00$10.00$15.00$20.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.00$0.00$0.21$0.00$4.29$18.00$8.56$9.91$2.25$8.82$4.47$3.05

Dividend yield

0.00%0.00%0.42%0.00%18.70%26.52%10.03%22.75%5.67%22.18%13.17%7.76%

Monthly Dividends

The table displays the monthly dividend distributions for Morgan Stanley Institutional Growth Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$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
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2023$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
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.29$4.29
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$18.00$18.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Morgan Stanley Institutional Growth Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Morgan Stanley Institutional Growth Portfolio was 69.57%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current Morgan Stanley Institutional Growth Portfolio drawdown is 17.14%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-69.57%Dec 2022
1y 1mo
4y 7moNov 2021 - now
Financial crisis2007–2009
-61.57%Nov 2008
1y 20d2y 4mo
3y 5moNov 2007 - Apr 2011
Dot-com crash2000–2002
-55.92%Oct 2002
2y 6mo5y 21d
7y 7moMar 2000 - Oct 2007
COVID crash2020
-32.96%Mar 2020
24d1mo 20d
2mo 14dFeb 2020 - May 2020
1998 bear market1998
-27.01%Oct 1998
2mo 25d3mo
5mo 25dJul 1998 - Jan 1999

Drawdown Indicators


MSEGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-69.57%

-56.78%

-12.79%

Max Drawdown (1Y)

Largest decline over 1 year

-27.83%

-9.10%

-18.73%

Max Drawdown (3Y)

Largest decline over 3 years

-32.54%

-18.90%

-13.64%

Max Drawdown (5Y)

Largest decline over 5 years

-69.57%

-25.43%

-44.14%

Max Drawdown (10Y)

Largest decline over 10 years

-69.57%

-33.92%

-35.65%

Current Drawdown

Current decline from peak

-17.14%

-1.29%

-15.85%

Average Drawdown

Average peak-to-trough decline

-19.50%

-10.72%

-8.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.30%

2.02%

+11.28%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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