+379.0%
MAS vs TCOM
+2,694.8%
-2,315.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | -0.8% | -9.5% | +8.8% | +1.1% |
| 30D | -5.6% | -10.7% | +5.2% | -3.6% |
| 3M | +4.4% | -14.6% | +19.1% | +7.1% |
| 6M | +7.2% | -19.3% | +26.5% | +10.9% |
| YTD | +16.1% | -42.9% | +59.1% | +27.7% |
| 1Y | +0.1% | -43.8% | +43.9% | +10.3% |
| 3Y | +28.3% | +2.1% | +26.2% | +21.1% |
| 5Y | +30.5% | +31.2% | -0.8% | +9.2% |
| 10Y | +139.1% | -13.9% | +153.1% | +103.7% |
| All | +379.0% | +2,694.8% | -2,315.8% | +104.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling