+16.3%
MOS vs TROW
+128.2%
-111.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.4% |
| 7D | +1.7% | -1.5% | +3.2% | +2.5% |
| 30D | +11.7% | -5.3% | +17.0% | +14.9% |
| 3M | +23.2% | +2.9% | +20.2% | +20.8% |
| 6M | -1.6% | +22.2% | -23.9% | -12.2% |
| YTD | +10.8% | +8.1% | +2.7% | +5.0% |
| 1Y | -16.2% | +5.8% | -22.0% | -19.7% |
| 3Y | -24.2% | +14.0% | -38.2% | -32.2% |
| 5Y | -6.6% | -38.3% | +31.6% | +15.3% |
| 10Y | +16.3% | +131.7% | -115.3% | -34.8% |
| All | +16.3% | +128.2% | -111.9% | -34.8% |
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