+88.0%
MSFU vs TKO
+210.9%
-122.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -2.8% | +2.3% | -5.1% | -3.2% |
| 30D | -5.3% | +13.4% | -18.7% | -7.6% |
| 3M | +7.2% | -1.7% | +9.0% | +7.5% |
| 6M | +51.0% | +7.2% | +43.8% | +48.9% |
| YTD | -1.2% | -5.4% | +4.1% | -0.7% |
| 1Y | -10.3% | +8.7% | -19.0% | -12.4% |
| 3Y | +22.2% | +150.4% | -128.2% | +7.9% |
| All | +88.0% | +210.9% | -122.9% | +28.6% |
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