+502.4%
MTSI vs TKO
+1,112.7%
-610.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.8% |
| 7D | +29.1% | +2.6% | +26.5% | +28.2% |
| 30D | -20.4% | +11.6% | -32.0% | -23.1% |
| 3M | -20.9% | -0.1% | -20.8% | -21.3% |
| 6M | -32.3% | +6.7% | -39.0% | -34.7% |
| YTD | +43.5% | -6.0% | +49.5% | +43.6% |
| 1Y | +43.8% | +8.5% | +35.3% | +36.8% |
| 3Y | +218.8% | +150.9% | +67.8% | +122.4% |
| 5Y | +228.3% | +274.0% | -45.7% | +86.6% |
| All | +502.4% | +1,112.7% | -610.4% | +86.6% |
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