+536.9%
MSI vs TKO
+1,439.7%
-902.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.0% | -6.1% | -2.2% |
| 7D | -5.8% | +7.2% | -12.9% | -7.2% |
| 30D | -1.0% | +4.7% | -5.7% | -2.1% |
| 3M | +14.2% | -3.2% | +17.4% | +14.6% |
| 6M | +1.0% | -2.9% | +3.9% | +1.1% |
| YTD | +21.5% | -5.8% | +27.3% | +21.9% |
| 1Y | -2.1% | -1.1% | -1.1% | -3.1% |
| 3Y | +69.3% | +111.1% | -41.8% | +38.8% |
| 5Y | +99.3% | +315.6% | -216.3% | +37.8% |
| 10Y | +595.0% | +978.5% | -383.4% | +257.3% |
| All | +536.9% | +1,439.7% | -902.8% | +91.6% |
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