-87.2%
MSTU vs TKO
+5.6%
-92.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.4% | +7.0% | +9.3% |
| 7D | -4.8% | +11.3% | -16.1% | -7.8% |
| 30D | -29.6% | +9.3% | -38.8% | -31.4% |
| 3M | +69.4% | +5.3% | +64.1% | +65.5% |
| 6M | -62.2% | +4.9% | -67.1% | -64.3% |
| YTD | -61.1% | -6.3% | -54.8% | -61.6% |
| 1Y | -87.2% | +4.9% | -92.1% | -88.8% |
| All | -87.2% | +5.6% | -92.8% | -88.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling