+1,295.1%
MSI vs TCOM
+2,694.8%
-1,399.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -3.7% | -9.5% | +5.8% | -2.2% |
| 30D | +6.8% | -10.7% | +17.6% | +8.6% |
| 3M | +14.3% | -14.6% | +28.9% | +16.8% |
| 6M | -1.6% | -19.3% | +17.8% | +1.3% |
| YTD | +22.8% | -42.9% | +65.7% | +32.5% |
| 1Y | -1.1% | -43.8% | +42.7% | +6.9% |
| 3Y | +70.5% | +2.1% | +68.4% | +62.4% |
| 5Y | +102.8% | +31.2% | +71.6% | +75.1% |
| 10Y | +597.4% | -13.9% | +611.3% | +511.3% |
| All | +1,295.1% | +2,694.8% | -1,399.6% | +510.7% |
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 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