+73.2%
MSFU vs TKO
+201.6%
-128.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.1% |
| 7D | -1.8% | +2.3% | -4.1% | -2.3% |
| 30D | +0.5% | -2.5% | +3.0% | +0.9% |
| 3M | +51.9% | -10.6% | +62.5% | +55.1% |
| 6M | +35.0% | -5.1% | +40.0% | +36.1% |
| YTD | -9.0% | -8.2% | -0.8% | -8.0% |
| 1Y | -18.8% | -4.4% | -14.4% | -18.7% |
| 3Y | +25.5% | +100.4% | -74.9% | +13.0% |
| All | +73.2% | +201.6% | -128.4% | +19.2% |
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 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