-99.3%
MSTZ vs TKO
+68.4%
-167.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.5% | +0.4% | +8.6% |
| 7D | +4.3% | +7.8% | -3.6% | +11.4% |
| 30D | +30.2% | +12.2% | +18.0% | +44.3% |
| 3M | -66.9% | +7.5% | -74.3% | -64.5% |
| 6M | -26.3% | +7.7% | -34.1% | -20.2% |
| YTD | -80.1% | -3.3% | -76.8% | -80.0% |
| 1Y | -57.5% | +11.1% | -68.6% | -49.4% |
| All | -99.3% | +68.4% | -167.7% | -98.3% |
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