+102.8%
MSI vs TKO
+303.5%
-200.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.0% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -0.6% | -2.6% | +2.0% | -0.3% |
| 3M | +13.0% | -7.8% | +20.8% | +14.1% |
| 6M | +0.5% | -7.0% | +7.5% | +1.2% |
| YTD | +21.7% | -8.5% | +30.2% | +22.5% |
| 1Y | -2.6% | -1.3% | -1.3% | -3.3% |
| 3Y | +69.7% | +105.0% | -35.3% | +47.3% |
| 5Y | +102.8% | +292.9% | -190.1% | +39.0% |
| All | +102.8% | +303.5% | -200.7% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling