+43.5%
MAS vs TCOM
+49.5%
-6.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.1% | -3.7% |
| 7D | +4.6% | +13.6% | -9.1% | +3.3% |
| 30D | +19.9% | +14.5% | +5.4% | +18.4% |
| 3M | +8.9% | -4.7% | +13.6% | +9.3% |
| 6M | +20.2% | -16.4% | +36.5% | +21.8% |
| YTD | +33.9% | -39.1% | +73.0% | +39.5% |
| 1Y | +34.7% | -37.8% | +72.5% | +39.9% |
| 3Y | +60.4% | +31.1% | +29.3% | +52.9% |
| 5Y | +43.5% | +45.7% | -2.3% | +29.3% |
| All | +43.5% | +49.5% | -6.1% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling