-30.2%
MSTZ vs TKO
+1.2%
-31.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +2.0% |
| 7D | -29.7% | +0.7% | -30.5% | -29.6% |
| 30D | -65.3% | +1.6% | -66.9% | -64.8% |
| 3M | -57.3% | -7.8% | -49.6% | -58.3% |
| 6M | -61.6% | -13.3% | -48.3% | -62.8% |
| YTD | -78.3% | -10.3% | -68.0% | -78.0% |
| 1Y | -30.2% | -0.6% | -29.6% | -23.5% |
| All | -30.2% | +1.2% | -31.4% | -23.5% |
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