+422.9%
MAS vs TKO
+1,366.3%
-943.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.2% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | -5.6% | +1.6% | -7.2% | -6.0% |
| 3M | +4.4% | -7.8% | +12.2% | +6.0% |
| 6M | +7.2% | -13.3% | +20.5% | +10.1% |
| YTD | +16.1% | -10.3% | +26.4% | +18.2% |
| 1Y | +0.1% | -0.6% | +0.7% | -0.6% |
| 3Y | +28.3% | +88.5% | -60.2% | +8.8% |
| 5Y | +30.5% | +284.7% | -254.3% | -7.2% |
| 10Y | +139.1% | +905.7% | -766.6% | +27.3% |
| All | +422.9% | +1,366.3% | -943.5% | +85.7% |
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 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