+41.0%
MAS vs TROW
-38.9%
+79.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +2.0% | +4.3% | -2.4% | -0.5% |
| 30D | +19.4% | +4.2% | +15.2% | +16.6% |
| 3M | +9.4% | -3.4% | +12.8% | +11.6% |
| 6M | +15.3% | +4.7% | +10.7% | +12.1% |
| YTD | +31.3% | +10.1% | +21.2% | +23.3% |
| 1Y | +34.9% | +11.7% | +23.2% | +25.4% |
| 3Y | +58.6% | +32.5% | +26.1% | +30.7% |
| All | +41.0% | -38.9% | +79.9% | +53.8% |
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