+20.2%
MAS vs TCOM
-16.5%
+36.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.1% | -3.5% |
| 7D | +4.6% | +13.6% | -9.1% | +4.5% |
| 30D | +19.9% | +14.5% | +5.4% | +19.9% |
| 3M | +8.9% | -4.7% | +13.6% | +7.4% |
| 6M | +20.2% | -16.4% | +36.5% | +19.3% |
| All | +20.2% | -16.5% | +36.6% | +19.3% |
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 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