-65.1%
MSTZ vs TCOM
-39.6%
-25.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.2% | -12.7% | -8.3% |
| 7D | +0.7% | +10.7% | -9.9% | +4.7% |
| 30D | +16.6% | +10.1% | +6.5% | +21.2% |
| 3M | -74.7% | -8.9% | -65.8% | -75.8% |
| 6M | -43.9% | -19.2% | -24.7% | -48.0% |
| YTD | -84.0% | -40.6% | -43.4% | -83.6% |
| 1Y | -65.1% | -39.0% | -26.1% | -62.6% |
| All | -65.1% | -39.6% | -25.5% | -62.6% |
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 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