+9.5%
MGY vs TKO
+5.6%
+3.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.4% | -8.6% | -5.0% |
| 7D | -12.1% | +11.3% | -23.4% | -11.5% |
| 30D | -2.6% | +9.3% | -11.9% | -2.0% |
| 3M | -4.2% | +5.3% | -9.5% | -3.9% |
| 6M | -23.9% | +4.9% | -28.8% | -23.7% |
| YTD | +8.8% | -6.3% | +15.1% | +9.3% |
| 1Y | +9.5% | +4.9% | +4.6% | +9.3% |
| All | +9.5% | +5.6% | +3.8% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling