+130.3%
MOS vs TKO
+1,411.9%
-1,281.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.1% |
| 7D | +21.6% | +5.7% | +15.9% | +20.1% |
| 30D | +12.0% | +6.9% | +5.0% | +10.3% |
| 3M | -3.9% | +2.4% | -6.3% | -4.6% |
| 6M | -3.3% | +1.1% | -4.4% | -4.1% |
| YTD | -4.6% | -7.5% | +2.9% | -3.7% |
| 1Y | -7.0% | +7.2% | -14.2% | -9.3% |
| 3Y | -24.4% | +131.3% | -155.8% | -39.2% |
| 5Y | -32.1% | +250.8% | -283.0% | -51.3% |
| 10Y | +10.3% | +1,146.6% | -1,136.3% | -42.5% |
| All | +130.3% | +1,411.9% | -1,281.6% | -21.5% |
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