+295.0%
MOS vs TCOM
+2,902.5%
-2,607.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +24.8% | +6.5% | +18.3% | +23.0% |
| 30D | +22.7% | +13.3% | +9.4% | +19.0% |
| 3M | -1.2% | -6.5% | +5.2% | +0.4% |
| 6M | +5.5% | -16.3% | +21.9% | +9.4% |
| YTD | -2.0% | -38.7% | +36.7% | +8.7% |
| 1Y | -7.9% | -40.1% | +32.2% | +2.6% |
| 3Y | -25.0% | +30.6% | -55.6% | -34.2% |
| 5Y | -27.7% | +45.8% | -73.5% | -43.8% |
| 10Y | -1.6% | +8.1% | -9.6% | -21.8% |
| All | +295.0% | +2,902.5% | -2,607.5% | +29.3% |
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 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