+77.1%
MSI vs TCOM
+26.7%
+50.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +3.2% | -1.8% | +5.0% | +3.3% |
| 30D | +17.6% | +12.1% | +5.5% | +17.1% |
| 3M | +14.5% | -3.2% | +17.7% | +14.6% |
| 6M | +34.3% | -16.6% | +50.9% | +34.8% |
| YTD | +39.7% | -39.4% | +79.1% | +41.6% |
| 1Y | +40.2% | -41.5% | +81.7% | +42.2% |
| 3Y | +77.1% | +24.4% | +52.8% | +75.6% |
| All | +77.1% | +26.7% | +50.5% | +75.6% |
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