+72.2%
MSFU vs TKO
+209.5%
-137.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.0% | -7.3% | -3.3% |
| 7D | -3.2% | +7.2% | -10.3% | -4.6% |
| 30D | -3.1% | +4.7% | -7.8% | -4.1% |
| 3M | +35.3% | -3.2% | +38.5% | +35.9% |
| 6M | +31.6% | -2.9% | +34.5% | +32.1% |
| YTD | -9.5% | -5.8% | -3.7% | -8.9% |
| 1Y | -18.4% | -1.1% | -17.4% | -18.9% |
| 3Y | +26.9% | +111.1% | -84.2% | +13.4% |
| All | +72.2% | +209.5% | -137.3% | +17.9% |
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