+499.0%
MA vs TKO
+985.8%
-486.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | +0.7% | -2.6% | +3.3% | +1.1% |
| 3M | +15.8% | -7.8% | +23.6% | +17.4% |
| 6M | +10.2% | -7.0% | +17.2% | +11.2% |
| YTD | -0.5% | -8.5% | +8.1% | +0.6% |
| 1Y | -1.8% | -1.3% | -0.5% | -2.7% |
| 3Y | +38.7% | +105.0% | -66.2% | +13.4% |
| 5Y | +67.6% | +292.9% | -225.3% | +13.8% |
| All | +499.0% | +985.8% | -486.8% | +251.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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