+67.6%
MSI vs TCOM
+8.5%
+59.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | -0.5% |
| 7D | -4.0% | -10.2% | +6.2% | -3.6% |
| 30D | -0.5% | -16.8% | +16.4% | +0.2% |
| 3M | +11.4% | -16.7% | +28.1% | +12.0% |
| 6M | +1.0% | -27.1% | +28.0% | +1.9% |
| YTD | +20.7% | -45.5% | +66.2% | +22.8% |
| 1Y | -2.7% | -45.9% | +43.2% | -1.0% |
| All | +67.6% | +8.5% | +59.1% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling