-16.3%
MOS vs TROW
+6.5%
-22.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +3.0% | +2.8% |
| 7D | +7.1% | +0.4% | +6.7% | +6.9% |
| 30D | +15.0% | -4.0% | +19.1% | +16.8% |
| 3M | +24.1% | +5.0% | +19.1% | +21.3% |
| 6M | +2.7% | +24.3% | -21.6% | -5.9% |
| YTD | +12.2% | +9.8% | +2.4% | +5.9% |
| 1Y | -16.3% | +6.4% | -22.7% | -18.6% |
| All | -16.3% | +6.5% | -22.7% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling