+150.2%
MOS vs TROW
+14,446.5%
-14,296.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.8% |
| 7D | +9.5% | -1.3% | +10.8% | +10.0% |
| 30D | +10.4% | -4.5% | +14.9% | +12.2% |
| 3M | +12.9% | +3.9% | +9.0% | +11.2% |
| 6M | +1.2% | +22.6% | -21.3% | -6.2% |
| YTD | +9.3% | +10.1% | -0.8% | +4.9% |
| 1Y | -18.0% | +3.6% | -21.6% | -19.5% |
| 3Y | -29.0% | +12.4% | -41.4% | -33.2% |
| 5Y | -9.6% | -37.5% | +27.9% | +1.9% |
| 10Y | +6.1% | +130.0% | -123.9% | -22.9% |
| All | +150.2% | +14,446.5% | -14,296.3% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling