+224.3%
MAS vs TROW
+153.2%
+71.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.2% | +2.3% | +3.3% |
| 7D | +3.3% | +4.7% | -1.4% | +0.8% |
| 30D | +25.5% | +5.4% | +20.1% | +21.9% |
| 3M | +11.8% | -1.6% | +13.4% | +12.8% |
| 6M | +21.3% | +7.8% | +13.5% | +16.3% |
| YTD | +37.7% | +12.6% | +25.2% | +28.3% |
| 1Y | +41.0% | +13.6% | +27.4% | +30.5% |
| 3Y | +63.0% | +36.6% | +26.4% | +34.4% |
| 5Y | +44.1% | -36.7% | +80.9% | +72.2% |
| 10Y | +224.3% | +136.3% | +88.0% | +108.3% |
| All | +224.3% | +153.2% | +71.1% | +108.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling