+103.9%
MTSI vs TCOM
-42.5%
+146.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.4% |
| 7D | +1.4% | -9.5% | +10.9% | +0.9% |
| 30D | +2.1% | -10.7% | +12.8% | +1.6% |
| 3M | -29.7% | -14.6% | -15.1% | -29.2% |
| 6M | +12.5% | -19.3% | +31.9% | +13.9% |
| YTD | +57.0% | -42.9% | +100.0% | +64.4% |
| 1Y | +103.9% | -43.8% | +147.7% | +110.7% |
| All | +103.9% | -42.5% | +146.4% | +110.7% |
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