+43.5%
MAS vs TROW
-38.5%
+81.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -1.4% |
| 7D | +4.6% | +2.0% | +2.6% | +3.4% |
| 30D | +19.9% | +4.9% | +14.9% | +16.6% |
| 3M | +8.9% | -4.3% | +13.2% | +11.7% |
| 6M | +20.2% | +7.0% | +13.2% | +15.3% |
| YTD | +33.9% | +10.4% | +23.5% | +25.5% |
| 1Y | +34.7% | +11.8% | +22.9% | +25.2% |
| 3Y | +60.4% | +31.5% | +28.9% | +32.7% |
| 5Y | +43.5% | -38.3% | +81.8% | +57.9% |
| All | +43.5% | -38.5% | +81.9% | +57.9% |
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 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