+38.3%
MAS vs TROW
-37.1%
+75.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | -0.1% |
| 7D | +3.0% | +0.5% | +2.5% | +2.7% |
| 30D | +22.4% | +9.3% | +13.1% | +16.3% |
| 3M | +14.5% | -0.9% | +15.4% | +15.1% |
| 6M | +27.1% | +8.3% | +18.8% | +21.2% |
| YTD | +35.8% | +10.6% | +25.1% | +27.1% |
| 1Y | +39.4% | +10.5% | +28.9% | +30.4% |
| 3Y | +60.3% | +36.5% | +23.7% | +29.8% |
| All | +38.3% | -37.1% | +75.5% | +46.0% |
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