+88.5%
MA vs TKO
+276.1%
-187.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +1.3% | +2.3% | -1.0% | +0.9% |
| 30D | +9.6% | +13.4% | -3.8% | +7.1% |
| 3M | +16.8% | -1.7% | +18.5% | +16.9% |
| 6M | +35.2% | +7.2% | +28.0% | +32.7% |
| YTD | +16.6% | -5.4% | +21.9% | +16.8% |
| 1Y | +19.8% | +8.7% | +11.1% | +16.7% |
| 3Y | +70.7% | +150.4% | -79.7% | +37.7% |
| All | +88.5% | +276.1% | -187.6% | +32.6% |
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