-24.0%
MSTZ vs TKO
-0.1%
-24.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +5.0% | +3.2% | +9.8% |
| 7D | -25.4% | +7.2% | -32.5% | -23.7% |
| 30D | -60.9% | +4.7% | -65.6% | -60.1% |
| 3M | -54.2% | -3.2% | -51.0% | -54.6% |
| 6M | -65.0% | -2.9% | -62.1% | -64.3% |
| YTD | -76.5% | -5.8% | -70.7% | -75.8% |
| All | -24.0% | -0.1% | -24.0% | -16.7% |
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