-99.1%
MSTZ vs TCOM
-15.4%
-83.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.2% | +8.7% | +2.8% |
| 7D | -23.6% | -10.2% | -13.4% | -31.4% |
| 30D | -60.7% | -16.8% | -43.9% | -66.7% |
| 3M | -58.3% | -16.7% | -41.6% | -63.9% |
| 6M | -60.0% | -27.1% | -32.9% | -68.8% |
| YTD | -75.2% | -45.5% | -29.7% | -84.4% |
| 1Y | -19.9% | -45.9% | +26.0% | -48.9% |
| All | -99.1% | -15.4% | -83.7% | -98.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling