+452.3%
MAS vs TCOM
+2,884.1%
-2,431.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.1% | -3.9% |
| 7D | +4.6% | +13.6% | -9.1% | +2.0% |
| 30D | +19.9% | +14.5% | +5.4% | +16.8% |
| 3M | +8.9% | -4.7% | +13.6% | +9.7% |
| 6M | +20.2% | -16.4% | +36.5% | +23.6% |
| YTD | +33.9% | -39.1% | +73.0% | +45.3% |
| 1Y | +34.7% | -37.8% | +72.5% | +45.4% |
| 3Y | +60.4% | +31.1% | +29.3% | +44.1% |
| 5Y | +43.5% | +45.7% | -2.3% | +17.9% |
| 10Y | +226.7% | +3.7% | +223.0% | +167.3% |
| All | +452.3% | +2,884.1% | -2,431.8% | +132.2% |
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 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