-23.3%
MOS vs TROW
+15.1%
-38.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.8% |
| 7D | +9.5% | -1.3% | +10.8% | +10.1% |
| 30D | +10.4% | -4.5% | +14.9% | +12.6% |
| 3M | +12.9% | +3.9% | +9.0% | +10.7% |
| 6M | +1.2% | +22.6% | -21.3% | -8.0% |
| YTD | +9.3% | +10.1% | -0.8% | +3.6% |
| 1Y | -18.0% | +3.6% | -21.6% | -20.0% |
| All | -23.3% | +15.1% | -38.3% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling