+884.2%
MS vs TKO
+1,366.4%
-482.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.8% |
| 7D | +1.4% | +0.7% | +0.6% | +1.1% |
| 30D | -0.3% | +1.6% | -1.9% | -1.0% |
| 3M | +0.3% | -7.8% | +8.1% | +2.2% |
| 6M | +31.3% | -13.3% | +44.6% | +36.1% |
| YTD | +24.7% | -10.3% | +35.0% | +27.4% |
| 1Y | +47.9% | -0.6% | +48.5% | +45.6% |
| 3Y | +178.3% | +88.5% | +89.9% | +116.5% |
| 5Y | +144.9% | +284.7% | -139.8% | +45.7% |
| 10Y | +804.5% | +905.7% | -101.2% | +243.3% |
| All | +884.2% | +1,366.4% | -482.2% | +100.4% |
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