+146.5%
MS vs TKO
+292.9%
-146.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.7% |
| 7D | +1.4% | +0.7% | +0.6% | +1.2% |
| 30D | -0.3% | +1.6% | -1.9% | -0.8% |
| 3M | +0.3% | -7.8% | +8.1% | +1.8% |
| 6M | +31.3% | -13.3% | +44.6% | +35.2% |
| YTD | +24.7% | -10.3% | +35.0% | +26.9% |
| 1Y | +47.9% | -0.6% | +48.5% | +46.0% |
| 3Y | +178.3% | +88.5% | +89.9% | +132.8% |
| All | +146.5% | +292.9% | -146.4% | +54.2% |
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