+44.4%
MAS vs TROW
-35.4%
+79.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -1.8% | -1.7% | -0.2% | -0.8% |
| 30D | +23.6% | +6.4% | +17.1% | +19.2% |
| 3M | +12.4% | -1.5% | +13.9% | +13.4% |
| 6M | +21.9% | +8.3% | +13.6% | +16.2% |
| YTD | +36.1% | +12.4% | +23.7% | +26.3% |
| 1Y | +39.5% | +12.4% | +27.1% | +29.3% |
| 3Y | +59.1% | +38.3% | +20.8% | +27.9% |
| 5Y | +44.4% | -35.2% | +79.6% | +53.2% |
| All | +44.4% | -35.4% | +79.8% | +53.2% |
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