+214.8%
MAS vs TKO
+1,165.6%
-950.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +3.6% | +6.4% | -2.8% | +2.4% |
| 30D | +23.8% | +11.9% | +11.9% | +21.2% |
| 3M | +14.4% | +5.6% | +8.8% | +13.1% |
| 6M | +19.7% | +7.5% | +12.2% | +17.6% |
| YTD | +36.0% | -3.5% | +39.5% | +36.1% |
| 1Y | +40.4% | +13.0% | +27.4% | +36.2% |
| 3Y | +58.9% | +157.6% | -98.7% | +30.4% |
| 5Y | +44.5% | +288.2% | -243.7% | +7.0% |
| 10Y | +214.8% | +1,196.6% | -981.8% | +78.7% |
| All | +214.8% | +1,165.6% | -950.8% | +78.7% |
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