-6.3%
MOS vs TROW
+122.3%
-128.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.4% |
| 7D | -2.0% | +0.5% | -2.4% | -2.2% |
| 30D | +15.3% | +9.3% | +6.0% | +10.2% |
| 3M | +1.5% | -0.9% | +2.4% | +2.0% |
| 6M | -2.0% | +8.3% | -10.3% | -6.4% |
| YTD | -6.5% | +10.6% | -17.2% | -12.4% |
| 1Y | -11.1% | +10.5% | -21.6% | -16.7% |
| 3Y | -30.3% | +36.5% | -66.8% | -43.5% |
| 5Y | -33.5% | -37.1% | +3.5% | -18.4% |
| All | -6.3% | +122.3% | -128.6% | -42.6% |
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