-99.1%
MSTZ vs TKO
+60.5%
-159.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.6% | +3.7% |
| 7D | -23.6% | +0.7% | -24.2% | -23.4% |
| 30D | -60.7% | +0.9% | -61.6% | -60.5% |
| 3M | -58.3% | -6.2% | -52.1% | -61.0% |
| 6M | -60.0% | -5.6% | -54.4% | -61.7% |
| YTD | -75.2% | -7.8% | -67.4% | -76.2% |
| 1Y | -19.9% | -1.2% | -18.7% | -15.4% |
| All | -99.1% | +60.5% | -159.6% | -98.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling