+124.8%
MS vs TKO
+279.0%
-154.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +0.8% | +6.4% | -5.6% | -0.7% |
| 30D | -0.7% | +11.9% | -12.6% | -3.4% |
| 3M | -12.4% | +5.6% | -18.0% | -13.7% |
| 6M | -1.7% | +7.5% | -9.2% | -4.3% |
| YTD | +8.0% | -3.5% | +11.6% | +7.9% |
| 1Y | +16.2% | +13.0% | +3.3% | +11.1% |
| 3Y | +171.3% | +157.6% | +13.7% | +112.6% |
| 5Y | +124.8% | +288.2% | -163.5% | +47.2% |
| All | +124.8% | +279.0% | -154.2% | +47.2% |
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