-92.7%
MSTU vs TCOM
-42.5%
-50.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.7% |
| 7D | +21.3% | -9.5% | +30.9% | +27.2% |
| 30D | +90.8% | -10.7% | +101.5% | +101.4% |
| 3M | -6.8% | -14.6% | +7.9% | +1.5% |
| 6M | -39.8% | -19.3% | -20.5% | -32.5% |
| YTD | -55.7% | -42.9% | -12.7% | -48.3% |
| 1Y | -92.7% | -43.8% | -48.9% | -91.2% |
| All | -92.7% | -42.5% | -50.2% | -91.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling