+663.4%
MSI vs TCOM
+5.9%
+657.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +3.2% | -1.8% | +5.0% | +3.4% |
| 30D | +17.6% | +12.1% | +5.5% | +16.1% |
| 3M | +14.5% | -3.2% | +17.7% | +14.8% |
| 6M | +34.3% | -16.6% | +50.9% | +36.5% |
| YTD | +39.7% | -39.4% | +79.1% | +46.5% |
| 1Y | +40.2% | -41.5% | +81.7% | +47.5% |
| 3Y | +77.1% | +24.4% | +52.8% | +66.2% |
| 5Y | +124.0% | +41.6% | +82.5% | +98.4% |
| All | +663.4% | +5.9% | +657.5% | +555.7% |
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