-87.5%
MSTU vs TKO
+60.5%
-148.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.3% | -3.7% |
| 7D | +12.9% | +0.7% | +12.2% | +11.8% |
| 30D | +68.3% | +0.9% | +67.5% | +65.0% |
| 3M | +0.4% | -6.2% | +6.5% | +2.1% |
| 6M | -41.5% | -5.6% | -35.9% | -41.3% |
| YTD | -61.7% | -7.8% | -53.9% | -61.3% |
| 1Y | -93.7% | -1.2% | -92.4% | -94.2% |
| All | -87.5% | +60.5% | -148.0% | -92.8% |
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 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