+525.9%
MTSI vs TCOM
-8.6%
+534.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.7% |
| 7D | +1.4% | -9.5% | +10.9% | +4.4% |
| 30D | +2.1% | -10.7% | +12.8% | +5.3% |
| 3M | -29.7% | -14.6% | -15.1% | -27.1% |
| 6M | +12.5% | -19.3% | +31.9% | +18.3% |
| YTD | +57.0% | -42.9% | +100.0% | +82.7% |
| 1Y | +103.9% | -43.8% | +147.7% | +138.0% |
| 3Y | +223.6% | +2.1% | +221.5% | +193.5% |
| 5Y | +321.6% | +31.2% | +290.3% | +219.3% |
| All | +525.9% | -8.6% | +534.5% | +448.0% |
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 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