+35.3%
MAS vs TKO
+287.6%
-252.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.1% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | -5.6% | +1.6% | -7.2% | -5.9% |
| 3M | +4.4% | -7.8% | +12.2% | +5.8% |
| 6M | +7.2% | -13.3% | +20.5% | +9.7% |
| YTD | +16.1% | -10.3% | +26.4% | +17.9% |
| 1Y | +0.1% | -0.6% | +0.7% | -0.4% |
| 3Y | +28.3% | +88.5% | -60.2% | +14.0% |
| All | +35.3% | +287.6% | -252.3% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling