+502.9%
MAS vs TKO
+1,397.1%
-894.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.0% |
| 7D | +4.6% | +5.8% | -1.2% | +3.3% |
| 30D | +19.9% | +7.2% | +12.7% | +18.2% |
| 3M | +8.9% | +3.7% | +5.2% | +7.9% |
| 6M | +20.2% | +2.0% | +18.2% | +19.1% |
| YTD | +33.9% | -8.4% | +42.3% | +35.6% |
| 1Y | +34.7% | +2.6% | +32.0% | +32.9% |
| 3Y | +60.4% | +128.2% | -67.8% | +30.8% |
| 5Y | +43.5% | +247.4% | -204.0% | +4.4% |
| 10Y | +226.7% | +1,134.5% | -907.8% | +65.9% |
| All | +502.9% | +1,397.1% | -894.2% | +113.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling