+212.3%
MAS vs TCOM
+5.9%
+206.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.1% |
| 7D | +3.0% | -1.8% | +4.8% | +3.2% |
| 30D | +22.4% | +12.1% | +10.3% | +20.6% |
| 3M | +14.5% | -3.2% | +17.7% | +14.9% |
| 6M | +27.1% | -16.6% | +43.8% | +29.7% |
| YTD | +35.8% | -39.4% | +75.2% | +43.8% |
| 1Y | +39.4% | -41.5% | +80.9% | +48.3% |
| 3Y | +60.3% | +24.4% | +35.9% | +49.8% |
| 5Y | +39.4% | +41.6% | -2.2% | +22.9% |
| All | +212.3% | +5.9% | +206.5% | +156.6% |
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