+491.3%
MAS vs TKO
+1,411.9%
-920.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.1% |
| 7D | +2.0% | +5.7% | -3.8% | +0.8% |
| 30D | +19.4% | +6.9% | +12.5% | +17.7% |
| 3M | +9.4% | +2.4% | +7.0% | +8.7% |
| 6M | +15.3% | +1.1% | +14.2% | +14.6% |
| YTD | +31.3% | -7.5% | +38.8% | +32.7% |
| 1Y | +34.9% | +7.2% | +27.7% | +31.8% |
| 3Y | +58.6% | +131.3% | -72.8% | +28.9% |
| 5Y | +40.7% | +250.8% | -210.1% | +2.1% |
| 10Y | +220.4% | +1,146.6% | -926.2% | +62.4% |
| All | +491.3% | +1,411.9% | -920.5% | +108.5% |
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