+23.7%
MSFU vs TKO
+103.5%
-79.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.4% |
| 7D | -2.3% | +0.7% | -3.0% | -2.5% |
| 30D | -6.3% | +0.9% | -7.1% | -6.6% |
| 3M | +40.0% | -6.2% | +46.1% | +41.8% |
| 6M | +30.1% | -5.6% | +35.7% | +31.6% |
| YTD | -10.3% | -7.8% | -2.5% | -9.1% |
| 1Y | -19.0% | -1.2% | -17.8% | -19.6% |
| All | +23.7% | +103.5% | -79.8% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling