+214.8%
MAS vs TROW
+136.0%
+78.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +3.6% | +4.4% | -0.8% | +1.2% |
| 30D | +23.8% | +5.5% | +18.4% | +20.3% |
| 3M | +14.4% | -1.3% | +15.7% | +15.3% |
| 6M | +19.7% | +7.9% | +11.9% | +14.7% |
| YTD | +36.0% | +12.6% | +23.3% | +26.6% |
| 1Y | +40.4% | +13.3% | +27.0% | +30.1% |
| 3Y | +58.9% | +38.6% | +20.3% | +30.0% |
| 5Y | +44.5% | -34.7% | +79.3% | +70.0% |
| 10Y | +214.8% | +129.9% | +84.8% | +107.9% |
| All | +214.8% | +136.0% | +78.8% | +107.9% |
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