+340.4%
MOS vs TCOM
+2,694.8%
-2,354.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.6% |
| 7D | +9.5% | -9.5% | +19.1% | +12.2% |
| 30D | +10.4% | -10.7% | +21.1% | +13.5% |
| 3M | +12.9% | -14.6% | +27.5% | +16.6% |
| 6M | +1.2% | -19.3% | +20.6% | +5.8% |
| YTD | +9.3% | -42.9% | +52.3% | +23.4% |
| 1Y | -18.0% | -43.8% | +25.8% | -7.1% |
| 3Y | -29.0% | +2.1% | -31.1% | -33.9% |
| 5Y | -9.6% | +31.2% | -40.8% | -27.9% |
| 10Y | +6.1% | -13.9% | +20.0% | -10.7% |
| All | +340.4% | +2,694.8% | -2,354.3% | +46.8% |
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