+472.0%
MAS vs TCOM
+2,807.8%
-2,335.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.2% | +2.5% | +5.0% |
| 7D | +14.2% | +10.7% | +3.5% | +12.0% |
| 30D | +26.8% | +10.1% | +16.8% | +24.5% |
| 3M | +13.1% | -8.9% | +22.0% | +15.0% |
| 6M | +27.9% | -19.2% | +47.1% | +32.4% |
| YTD | +38.7% | -40.6% | +79.3% | +51.3% |
| 1Y | +40.4% | -39.0% | +79.4% | +52.2% |
| 3Y | +66.1% | +27.7% | +38.4% | +50.0% |
| 5Y | +47.4% | +49.9% | -2.5% | +20.3% |
| 10Y | +238.3% | +1.1% | +237.3% | +178.3% |
| All | +472.0% | +2,807.8% | -2,335.8% | +141.7% |
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