+66.3%
MA vs TROW
-38.1%
+104.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | 0.0% |
| 7D | -3.5% | -1.5% | -2.0% | -2.9% |
| 30D | +0.8% | -5.3% | +6.1% | +2.9% |
| 3M | +14.8% | +2.9% | +11.8% | +13.1% |
| 6M | +10.0% | +22.2% | -12.2% | +0.9% |
| YTD | -0.1% | +8.1% | -8.2% | -4.0% |
| 1Y | -2.2% | +5.8% | -8.0% | -5.4% |
| 3Y | +39.3% | +14.0% | +25.2% | +27.2% |
| 5Y | +66.3% | -38.3% | +104.6% | +96.5% |
| All | +66.3% | -38.1% | +104.4% | +96.5% |
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