+66.3%
MA vs TKO
+306.8%
-240.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | -3.5% | +0.7% | -4.2% | -3.7% |
| 30D | +0.8% | +0.9% | -0.1% | +0.5% |
| 3M | +14.8% | -6.2% | +21.0% | +15.7% |
| 6M | +10.0% | -5.6% | +15.6% | +10.6% |
| YTD | -0.1% | -7.8% | +7.7% | +0.7% |
| 1Y | -2.2% | -1.2% | -1.0% | -3.0% |
| 3Y | +39.3% | +106.5% | -67.3% | +17.8% |
| 5Y | +66.3% | +310.4% | -244.0% | +6.0% |
| All | +66.3% | +306.8% | -240.4% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling