+7.2%
MAS vs TCOM
-20.4%
+27.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.7% |
| 7D | -0.8% | -9.5% | +8.8% | -1.3% |
| 30D | -5.6% | -10.7% | +5.2% | -6.3% |
| 3M | +4.4% | -14.6% | +19.1% | +3.5% |
| 6M | +7.2% | -19.3% | +26.5% | +5.2% |
| All | +7.2% | -20.4% | +27.6% | +5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling