+110.9%
MO vs TROW
+130.0%
-19.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.5% |
| 7D | +0.1% | -3.2% | +3.3% | +0.9% |
| 30D | +7.1% | -4.6% | +11.7% | +8.2% |
| 3M | -2.0% | -0.7% | -1.3% | -2.1% |
| 6M | +7.3% | +22.2% | -14.9% | +2.1% |
| YTD | +23.5% | +6.6% | +16.8% | +20.8% |
| 1Y | +11.0% | +5.8% | +5.2% | +8.6% |
| 3Y | +95.0% | +11.6% | +83.4% | +84.4% |
| 5Y | +100.6% | -38.9% | +139.6% | +123.4% |
| All | +110.9% | +130.0% | -19.2% | +79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling