+514.9%
MKSI vs TCOM
-9.8%
+524.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.8% |
| 7D | +2.7% | -4.9% | +7.6% | +4.4% |
| 30D | -12.8% | -14.4% | +1.6% | -8.4% |
| 3M | -22.5% | -17.7% | -4.9% | -18.6% |
| 6M | +19.4% | -25.1% | +44.5% | +29.4% |
| YTD | +67.7% | -45.7% | +113.5% | +101.1% |
| 1Y | +131.4% | -47.9% | +179.3% | +181.3% |
| 3Y | +197.3% | +8.9% | +188.4% | +165.6% |
| 5Y | +87.0% | +26.9% | +60.1% | +43.5% |
| All | +514.9% | -9.8% | +524.7% | +405.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling