-32.8%
MOS vs TROW
-38.9%
+6.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +21.6% | +4.3% | +17.2% | +19.7% |
| 30D | +12.0% | +4.2% | +7.8% | +10.2% |
| 3M | -3.9% | -3.4% | -0.5% | -2.6% |
| 6M | -3.3% | +4.7% | -8.0% | -5.3% |
| YTD | -4.6% | +10.1% | -14.8% | -9.0% |
| 1Y | -7.0% | +11.7% | -18.7% | -11.8% |
| 3Y | -24.4% | +32.5% | -56.9% | -34.4% |
| All | -32.8% | -38.9% | +6.1% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling