+215.9%
MAS vs TCOM
+3.1%
+212.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.1% |
| 7D | +2.0% | +12.1% | -10.1% | +0.5% |
| 30D | +19.4% | +16.5% | +2.9% | +17.0% |
| 3M | +9.4% | -4.0% | +13.5% | +9.9% |
| 6M | +15.3% | -18.5% | +33.8% | +18.0% |
| YTD | +31.3% | -38.3% | +69.6% | +38.7% |
| 1Y | +34.9% | -36.6% | +71.5% | +41.9% |
| 3Y | +58.6% | +31.1% | +27.5% | +47.2% |
| 5Y | +40.7% | +47.6% | -6.9% | +23.3% |
| All | +215.9% | +3.1% | +212.8% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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