+217.0%
MAS vs TCOM
+7.7%
+209.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -1.8% | +2.2% | -4.0% | -2.1% |
| 30D | +23.6% | +12.5% | +11.1% | +21.7% |
| 3M | +12.4% | -5.6% | +18.0% | +13.2% |
| 6M | +21.9% | -16.5% | +38.3% | +24.2% |
| YTD | +36.1% | -39.4% | +75.5% | +44.2% |
| 1Y | +39.5% | -41.0% | +80.5% | +48.2% |
| 3Y | +59.1% | +29.2% | +29.9% | +47.9% |
| 5Y | +44.4% | +41.6% | +2.8% | +27.3% |
| 10Y | +217.0% | +6.6% | +210.4% | +161.4% |
| All | +217.0% | +7.7% | +209.3% | +161.4% |
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