+7.6%
MOS vs TCOM
+3.1%
+4.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.2% |
| 7D | +21.6% | +12.1% | +9.5% | +18.7% |
| 30D | +12.0% | +16.5% | -4.5% | +8.3% |
| 3M | -3.9% | -4.0% | +0.2% | -3.1% |
| 6M | -3.3% | -18.5% | +15.2% | +0.6% |
| YTD | -4.6% | -38.3% | +33.7% | +4.6% |
| 1Y | -7.0% | -36.6% | +29.6% | +1.3% |
| 3Y | -24.4% | +31.1% | -55.6% | -33.6% |
| 5Y | -32.1% | +47.6% | -79.7% | -46.5% |
| All | +7.6% | +3.1% | +4.5% | -14.9% |
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