+212.3%
MAS vs TKO
+1,121.1%
-908.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +3.0% | +2.3% | +0.7% | +2.5% |
| 30D | +22.4% | +13.4% | +9.0% | +19.5% |
| 3M | +14.5% | -1.7% | +16.2% | +14.8% |
| 6M | +27.1% | +7.2% | +19.9% | +24.9% |
| YTD | +35.8% | -5.4% | +41.1% | +36.4% |
| 1Y | +39.4% | +8.7% | +30.7% | +36.3% |
| 3Y | +60.3% | +150.4% | -90.2% | +32.2% |
| 5Y | +39.4% | +276.6% | -237.2% | +3.7% |
| All | +212.3% | +1,121.1% | -908.8% | +82.3% |
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