-92.7%
MSTU vs TKO
+1.2%
-93.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.6% |
| 7D | +21.3% | +0.7% | +20.6% | +20.9% |
| 30D | +90.8% | +1.6% | +89.2% | +88.5% |
| 3M | -6.8% | -7.8% | +1.0% | -6.3% |
| 6M | -39.8% | -13.3% | -26.5% | -37.8% |
| YTD | -55.7% | -10.3% | -45.4% | -55.4% |
| 1Y | -92.7% | -0.6% | -92.0% | -93.1% |
| All | -92.7% | +1.2% | -93.9% | -93.1% |
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