-88.4%
MSTU vs TKO
+59.3%
-147.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.8% | -6.0% | -6.2% |
| 7D | -22.0% | +0.1% | -22.1% | -22.4% |
| 30D | +60.3% | -2.6% | +62.9% | +62.1% |
| 3M | -3.7% | -7.8% | +4.1% | -0.4% |
| 6M | -45.2% | -7.0% | -38.2% | -44.2% |
| YTD | -64.3% | -8.5% | -55.8% | -63.7% |
| 1Y | -94.0% | -1.3% | -92.7% | -94.5% |
| All | -88.4% | +59.3% | -147.7% | -93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling