-88.0%
MSTU vs TKO
+59.9%
-147.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.3% |
| 7D | -16.6% | +2.3% | -18.9% | -18.4% |
| 30D | +69.7% | -2.5% | +72.2% | +71.5% |
| 3M | -7.5% | -10.6% | +3.1% | -1.3% |
| 6M | -43.1% | -5.1% | -38.1% | -43.3% |
| YTD | -63.0% | -8.2% | -54.8% | -62.5% |
| 1Y | -93.8% | -4.4% | -89.3% | -94.0% |
| All | -88.0% | +59.9% | -147.8% | -93.0% |
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