-61.2%
MSTZ vs TCOM
-37.8%
-23.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +1.2% |
| 7D | -1.2% | +12.1% | -13.3% | +3.0% |
| 30D | +22.2% | +16.5% | +5.7% | +29.3% |
| 3M | -70.4% | -4.0% | -66.4% | -71.1% |
| 6M | -31.0% | -18.5% | -12.5% | -35.9% |
| YTD | -81.0% | -38.3% | -42.8% | -80.2% |
| 1Y | -61.2% | -36.6% | -24.6% | -58.2% |
| All | -61.2% | -37.8% | -23.4% | -58.2% |
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