+224.3%
MAS vs TKO
+1,254.1%
-1,029.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.5% | 0.0% | +3.6% |
| 7D | +3.3% | +7.8% | -4.6% | +1.8% |
| 30D | +25.5% | +12.2% | +13.3% | +22.7% |
| 3M | +11.8% | +7.5% | +4.3% | +10.1% |
| 6M | +21.3% | +7.7% | +13.6% | +19.1% |
| YTD | +37.7% | -3.3% | +41.1% | +37.8% |
| 1Y | +41.0% | +11.1% | +29.9% | +37.3% |
| 3Y | +63.0% | +141.0% | -78.0% | +35.4% |
| 5Y | +44.1% | +278.8% | -234.7% | +7.2% |
| 10Y | +224.3% | +1,186.2% | -961.9% | +87.0% |
| All | +224.3% | +1,254.1% | -1,029.8% | +87.0% |
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 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