+183.6%
MTSI vs TCOM
+44.6%
+139.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.3% | +9.6% | +10.6% |
| 7D | -10.0% | +12.1% | -22.1% | -12.2% |
| 30D | -37.2% | +16.5% | -53.7% | -39.3% |
| 3M | -30.1% | -4.0% | -26.0% | -29.8% |
| 6M | -31.9% | -18.5% | -13.4% | -29.5% |
| YTD | +23.2% | -38.3% | +61.5% | +35.2% |
| 1Y | +26.4% | -36.6% | +63.0% | +37.7% |
| 3Y | +186.2% | +31.1% | +155.0% | +152.7% |
| All | +183.6% | +44.6% | +139.0% | +127.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling