+16.3%
MOS vs TKO
+958.6%
-942.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.6% |
| 7D | +1.7% | +0.7% | +1.0% | +1.4% |
| 30D | +11.7% | +0.9% | +10.8% | +11.2% |
| 3M | +23.2% | -6.2% | +29.3% | +24.9% |
| 6M | -1.6% | -5.6% | +4.0% | -0.7% |
| YTD | +10.8% | -7.8% | +18.7% | +12.3% |
| 1Y | -16.2% | -1.2% | -15.0% | -17.0% |
| 3Y | -24.2% | +106.5% | -130.7% | -41.2% |
| 5Y | -6.6% | +310.4% | -317.0% | -43.2% |
| 10Y | +16.3% | +987.5% | -971.2% | -43.8% |
| All | +16.3% | +958.6% | -942.3% | -43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling