-99.3%
MSTZ vs TCOM
-4.2%
-95.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +1.8% |
| 7D | -1.2% | +12.1% | -13.3% | +8.2% |
| 30D | +22.2% | +16.5% | +5.7% | +37.7% |
| 3M | -70.4% | -4.0% | -66.4% | -71.8% |
| 6M | -31.0% | -18.5% | -12.5% | -42.0% |
| YTD | -81.0% | -38.3% | -42.8% | -86.8% |
| 1Y | -61.2% | -36.6% | -24.6% | -72.2% |
| All | -99.3% | -4.2% | -95.1% | -99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling