-18.0%
MOS vs TCOM
-42.5%
+24.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.4% |
| 7D | +9.5% | -9.5% | +19.1% | +9.2% |
| 30D | +10.4% | -10.7% | +21.1% | +10.0% |
| 3M | +12.9% | -14.6% | +27.5% | +12.3% |
| 6M | +1.2% | -19.3% | +20.6% | +0.9% |
| YTD | +9.3% | -42.9% | +52.3% | +4.4% |
| 1Y | -18.0% | -43.8% | +25.8% | -22.3% |
| All | -18.0% | -42.5% | +24.5% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling