+803.2%
MS vs TKO
+958.6%
-155.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.2% |
| 7D | +1.7% | +0.7% | +1.0% | +1.4% |
| 30D | 0.0% | +0.9% | -0.9% | -0.4% |
| 3M | +3.0% | -6.2% | +9.2% | +4.1% |
| 6M | +35.7% | -5.6% | +41.3% | +36.6% |
| YTD | +23.3% | -7.8% | +31.2% | +24.6% |
| 1Y | +44.7% | -1.2% | +45.9% | +43.2% |
| 3Y | +178.0% | +106.5% | +71.5% | +121.7% |
| 5Y | +143.2% | +310.4% | -167.2% | +55.6% |
| 10Y | +803.2% | +987.5% | -184.4% | +316.5% |
| All | +803.2% | +958.6% | -155.4% | +316.5% |
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 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