+581.1%
MTSI vs TKO
+958.6%
-377.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.2% | +6.3% | +4.8% |
| 7D | +11.1% | +0.7% | +10.4% | +10.8% |
| 30D | -3.7% | +0.9% | -4.5% | -4.3% |
| 3M | -20.2% | -6.2% | -14.1% | -19.3% |
| 6M | +30.8% | -5.6% | +36.4% | +31.2% |
| YTD | +67.0% | -7.8% | +74.9% | +68.5% |
| 1Y | +120.4% | -1.2% | +121.7% | +115.9% |
| 3Y | +260.4% | +106.5% | +153.9% | +166.4% |
| 5Y | +356.3% | +310.4% | +45.9% | +149.7% |
| 10Y | +581.1% | +987.5% | -406.5% | +116.5% |
| All | +581.1% | +958.6% | -377.5% | +116.5% |
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