+92.1%
MA vs TROW
-35.4%
+127.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.8% | -1.7% | -0.1% | -1.1% |
| 30D | +11.0% | +6.4% | +4.6% | +8.3% |
| 3M | +17.9% | -1.5% | +19.3% | +18.4% |
| 6M | +33.2% | +8.3% | +24.9% | +28.4% |
| YTD | +16.5% | +12.4% | +4.1% | +10.1% |
| 1Y | +19.1% | +12.4% | +6.7% | +12.5% |
| 3Y | +70.6% | +38.3% | +32.2% | +43.3% |
| 5Y | +92.1% | -35.2% | +127.3% | +130.2% |
| All | +92.1% | -35.4% | +127.5% | +130.2% |
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