-86.8%
MSTU vs TCOM
-12.6%
-74.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.3% | -7.3% | -7.6% |
| 7D | +16.1% | -7.6% | +23.8% | +22.5% |
| 30D | +68.7% | -12.2% | +80.9% | +85.8% |
| 3M | -11.0% | -14.2% | +3.2% | +0.1% |
| 6M | -33.4% | -25.0% | -8.4% | -15.8% |
| YTD | -59.5% | -43.7% | -15.8% | -37.4% |
| 1Y | -93.4% | -44.5% | -48.8% | -89.5% |
| All | -86.8% | -12.6% | -74.2% | -86.9% |
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