+35.3%
MAS vs TROW
-37.5%
+72.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.4% |
| 7D | -0.8% | -1.3% | +0.6% | 0.0% |
| 30D | -5.6% | -4.5% | -1.0% | -3.0% |
| 3M | +4.4% | +3.9% | +0.6% | +2.1% |
| 6M | +7.2% | +22.6% | -15.4% | -4.5% |
| YTD | +16.1% | +10.1% | +6.0% | +9.2% |
| 1Y | +0.1% | +3.6% | -3.5% | -2.8% |
| 3Y | +28.3% | +12.4% | +15.9% | +16.5% |
| All | +35.3% | -37.5% | +72.8% | +40.7% |
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