+1,245.2%
MKSI vs TCOM
+2,557.8%
-1,312.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.9% |
| 7D | +2.7% | -4.9% | +7.6% | +3.9% |
| 30D | -12.8% | -14.4% | +1.6% | -9.6% |
| 3M | -22.5% | -17.7% | -4.9% | -19.6% |
| 6M | +19.4% | -25.1% | +44.5% | +26.7% |
| YTD | +67.7% | -45.7% | +113.5% | +91.3% |
| 1Y | +131.4% | -47.9% | +179.3% | +166.5% |
| 3Y | +197.3% | +8.9% | +188.4% | +178.2% |
| 5Y | +87.0% | +26.9% | +60.1% | +58.6% |
| 10Y | +522.1% | -11.2% | +533.3% | +451.4% |
| All | +1,245.2% | +2,557.8% | -1,312.7% | +459.0% |
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