-65.1%
MSTZ vs TKO
+5.6%
-70.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.4% | -12.9% | -8.4% |
| 7D | +0.7% | +11.3% | -10.5% | +4.5% |
| 30D | +16.6% | +9.3% | +7.3% | +20.7% |
| 3M | -74.7% | +5.3% | -80.0% | -73.9% |
| 6M | -43.9% | +4.9% | -48.8% | -40.6% |
| YTD | -84.0% | -6.3% | -77.7% | -83.3% |
| 1Y | -65.1% | +4.9% | -70.0% | -58.4% |
| All | -65.1% | +5.6% | -70.7% | -58.4% |
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