-9.6%
MOS vs TCOM
+30.8%
-40.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.5% |
| 7D | +9.5% | -9.5% | +19.1% | +10.8% |
| 30D | +10.4% | -10.7% | +21.1% | +11.9% |
| 3M | +12.9% | -14.6% | +27.5% | +14.6% |
| 6M | +1.2% | -19.3% | +20.6% | +3.4% |
| YTD | +9.3% | -42.9% | +52.3% | +15.9% |
| 1Y | -18.0% | -43.8% | +25.8% | -12.9% |
| 3Y | -29.0% | +2.1% | -31.1% | -30.8% |
| All | -9.6% | +30.8% | -40.4% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling