+15,819.0%
MA vs TKO
+2,280.5%
+13,538.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +1.3% | +2.3% | -1.0% | +0.7% |
| 30D | +9.6% | +13.4% | -3.8% | +6.5% |
| 3M | +16.8% | -1.7% | +18.5% | +17.0% |
| 6M | +35.2% | +7.2% | +28.0% | +32.2% |
| YTD | +16.6% | -5.4% | +21.9% | +16.8% |
| 1Y | +19.8% | +8.7% | +11.1% | +16.1% |
| 3Y | +70.7% | +150.4% | -79.7% | +33.2% |
| 5Y | +87.4% | +276.6% | -189.2% | +29.4% |
| 10Y | +570.0% | +1,134.6% | -564.6% | +227.2% |
| All | +15,819.0% | +2,280.5% | +13,538.5% | +4,699.6% |
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 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