-24.4%
MOS vs TKO
+128.6%
-153.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.1% |
| 7D | +21.6% | +5.7% | +15.9% | +20.2% |
| 30D | +12.0% | +6.9% | +5.0% | +10.4% |
| 3M | -3.9% | +2.4% | -6.3% | -4.6% |
| 6M | -3.3% | +1.1% | -4.4% | -4.2% |
| YTD | -4.6% | -7.5% | +2.9% | -3.8% |
| 1Y | -7.0% | +7.2% | -14.2% | -9.3% |
| 3Y | -24.4% | +131.3% | -155.8% | -33.0% |
| All | -24.4% | +128.6% | -153.1% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling