+512.7%
MTSI vs TKO
+1,194.7%
-682.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.1% | +10.2% | +10.3% |
| 7D | +7.2% | +3.1% | +4.1% | +6.4% |
| 30D | -18.4% | +15.0% | -33.5% | -21.9% |
| 3M | -16.7% | +2.9% | -19.6% | -17.9% |
| 6M | -31.7% | +9.0% | -40.7% | -34.6% |
| YTD | +45.9% | -3.4% | +49.3% | +44.7% |
| 1Y | +47.0% | +12.8% | +34.2% | +38.1% |
| 3Y | +224.1% | +158.0% | +66.1% | +124.2% |
| 5Y | +238.5% | +285.4% | -46.9% | +90.6% |
| 10Y | +512.7% | +1,160.4% | -647.7% | +83.2% |
| All | +512.7% | +1,194.7% | -682.0% | +83.2% |
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