+214.8%
MAS vs TCOM
+3.0%
+211.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +3.6% | +6.5% | -2.9% | +2.7% |
| 30D | +23.8% | +13.3% | +10.5% | +21.8% |
| 3M | +14.4% | -6.5% | +20.9% | +15.3% |
| 6M | +19.7% | -16.3% | +36.1% | +22.1% |
| YTD | +36.0% | -38.7% | +74.7% | +43.8% |
| 1Y | +40.4% | -40.1% | +80.5% | +48.9% |
| 3Y | +58.9% | +30.6% | +28.3% | +47.5% |
| 5Y | +44.5% | +45.8% | -1.3% | +26.8% |
| 10Y | +214.8% | +8.1% | +206.7% | +159.2% |
| All | +214.8% | +3.0% | +211.8% | +159.2% |
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