+124.8%
TROW vs MOH
+264.4%
-139.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.1% | -1.5% |
| 7D | -3.2% | +1.7% | -4.9% | -3.5% |
| 30D | -4.6% | -0.9% | -3.7% | -4.5% |
| 3M | -0.7% | +5.7% | -6.4% | -2.0% |
| 6M | +22.2% | +39.1% | -16.9% | +14.6% |
| YTD | +6.6% | +17.7% | -11.1% | +1.7% |
| 1Y | +5.8% | +8.4% | -2.6% | +1.8% |
| 3Y | +11.6% | -36.6% | +48.2% | +13.7% |
| 5Y | -38.9% | -19.1% | -19.8% | -42.0% |
| All | +124.8% | +264.4% | -139.6% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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