+61.7%
MTSI vs TCOM
-39.6%
+101.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -0.5% |
| 7D | -10.7% | +10.7% | -21.3% | -9.1% |
| 30D | -29.0% | +10.1% | -39.0% | -27.8% |
| 3M | -14.7% | -8.9% | -5.8% | -14.4% |
| 6M | -20.1% | -19.2% | -0.9% | -17.9% |
| YTD | +36.1% | -40.6% | +76.7% | +41.7% |
| 1Y | +61.7% | -39.0% | +100.8% | +66.5% |
| All | +61.7% | -39.6% | +101.4% | +66.5% |
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