+2.8%
MOS vs TROW
+153.2%
-150.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +0.6% |
| 7D | +19.7% | +4.7% | +15.0% | +17.0% |
| 30D | +21.5% | +5.4% | +16.1% | +18.3% |
| 3M | -0.4% | -1.6% | +1.2% | +0.4% |
| 6M | +4.5% | +7.8% | -3.3% | 0.0% |
| YTD | -2.9% | +12.6% | -15.5% | -9.9% |
| 1Y | -7.7% | +13.6% | -21.3% | -14.9% |
| 3Y | -25.6% | +36.6% | -62.2% | -39.8% |
| 5Y | -31.2% | -36.7% | +5.6% | -15.6% |
| 10Y | +2.8% | +136.3% | -133.5% | -46.8% |
| All | +2.8% | +153.2% | -150.4% | -46.8% |
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 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