-4.2%
MOS vs TKO
+312.5%
-316.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.0% | -2.4% | +1.3% |
| 7D | +7.1% | +7.2% | -0.1% | +5.2% |
| 30D | +15.0% | +4.7% | +10.4% | +13.5% |
| 3M | +24.1% | -3.2% | +27.3% | +24.6% |
| 6M | +2.7% | -2.9% | +5.6% | +2.8% |
| YTD | +12.2% | -5.8% | +18.0% | +12.9% |
| 1Y | -16.3% | -1.1% | -15.2% | -17.0% |
| 3Y | -23.3% | +111.1% | -134.4% | -38.8% |
| 5Y | -4.2% | +315.6% | -319.7% | -47.0% |
| All | -4.2% | +312.5% | -316.7% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling