+597.6%
MSI vs TCOM
-10.5%
+608.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.0% |
| 7D | -1.8% | -6.5% | +4.8% | -1.1% |
| 30D | -0.6% | -16.2% | +15.6% | +1.3% |
| 3M | +13.0% | -19.3% | +32.4% | +15.5% |
| 6M | +0.5% | -27.2% | +27.7% | +3.8% |
| YTD | +21.7% | -46.2% | +67.9% | +29.4% |
| 1Y | -2.6% | -46.6% | +44.0% | +3.5% |
| 3Y | +69.7% | +8.4% | +61.3% | +61.5% |
| 5Y | +102.8% | +25.8% | +77.0% | +81.4% |
| All | +597.6% | -10.5% | +608.2% | +510.9% |
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