-88.4%
MSTU vs TCOM
-16.5%
-71.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.3% | -5.5% | -5.8% |
| 7D | -22.0% | -6.5% | -15.5% | -17.5% |
| 30D | +60.3% | -16.2% | +76.5% | +83.9% |
| 3M | -3.7% | -19.3% | +15.6% | +14.0% |
| 6M | -45.2% | -27.2% | -18.0% | -28.9% |
| YTD | -64.3% | -46.2% | -18.1% | -42.7% |
| 1Y | -94.0% | -46.6% | -47.4% | -90.2% |
| All | -88.4% | -16.5% | -71.9% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling