+44.4%
MAS vs TKO
+288.0%
-243.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.8% | +3.1% | -4.9% | -2.4% |
| 30D | +23.6% | +15.0% | +8.5% | +20.2% |
| 3M | +12.4% | +2.9% | +9.6% | +11.6% |
| 6M | +21.9% | +9.0% | +12.9% | +19.2% |
| YTD | +36.1% | -3.4% | +39.5% | +36.1% |
| 1Y | +39.5% | +12.8% | +26.7% | +35.3% |
| 3Y | +59.1% | +158.0% | -98.8% | +32.8% |
| 5Y | +44.4% | +285.4% | -241.0% | +7.1% |
| All | +44.4% | +288.0% | -243.6% | +7.1% |
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