+13,824.1%
MA vs TKO
+2,156.6%
+11,667.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.7% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | +1.5% | +1.6% | -0.1% | +1.1% |
| 3M | +20.4% | -7.8% | +28.2% | +22.2% |
| 6M | +11.1% | -13.3% | +24.4% | +14.1% |
| YTD | +2.0% | -10.3% | +12.3% | +3.6% |
| 1Y | -2.2% | -0.6% | -1.5% | -3.2% |
| 3Y | +41.9% | +88.5% | -46.6% | +17.9% |
| 5Y | +75.4% | +284.7% | -209.4% | +20.4% |
| 10Y | +527.5% | +905.7% | -378.2% | +221.2% |
| All | +13,824.1% | +2,156.6% | +11,667.5% | +4,155.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling