+47.0%
MTSI vs TKO
+12.9%
+34.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.1% | +10.2% | +10.3% |
| 7D | +7.2% | +3.1% | +4.1% | +7.1% |
| 30D | -18.4% | +15.0% | -33.5% | -17.8% |
| 3M | -16.7% | +2.9% | -19.6% | -16.2% |
| 6M | -31.7% | +9.0% | -40.7% | -32.8% |
| YTD | +45.9% | -3.4% | +49.3% | +49.7% |
| 1Y | +47.0% | +12.8% | +34.2% | +41.3% |
| All | +47.0% | +12.9% | +34.1% | +41.3% |
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 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