-99.2%
MSTZ vs TCOM
-12.6%
-86.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.3% | +9.5% | +7.1% |
| 7D | -25.4% | -7.6% | -17.8% | -31.6% |
| 30D | -60.9% | -12.2% | -48.7% | -65.4% |
| 3M | -54.2% | -14.2% | -40.0% | -59.5% |
| 6M | -65.0% | -25.0% | -40.0% | -72.1% |
| YTD | -76.5% | -43.7% | -32.8% | -84.9% |
| 1Y | -23.4% | -44.5% | +21.2% | -50.3% |
| All | -99.2% | -12.6% | -86.6% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling