-28.3%
MOS vs TCOM
+7.1%
-35.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.5% |
| 7D | +9.5% | -9.5% | +19.1% | +10.9% |
| 30D | +10.4% | -10.7% | +21.1% | +12.0% |
| 3M | +12.9% | -14.6% | +27.5% | +14.8% |
| 6M | +1.2% | -19.3% | +20.6% | +3.8% |
| YTD | +9.3% | -42.9% | +52.3% | +17.0% |
| 1Y | -18.0% | -43.8% | +25.8% | -12.0% |
| All | -28.3% | +7.1% | -35.4% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling