+217.6%
MTSI vs TKO
+139.2%
+78.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.5% | +4.5% | +8.2% |
| 7D | +3.5% | +7.8% | -4.3% | +2.4% |
| 30D | -30.3% | +12.2% | -42.5% | -31.5% |
| 3M | -26.0% | +7.5% | -33.5% | -27.1% |
| 6M | -36.1% | +7.7% | -43.8% | -37.7% |
| YTD | +34.3% | -3.3% | +37.6% | +34.4% |
| 1Y | +35.3% | +11.1% | +24.2% | +30.4% |
| 3Y | +217.6% | +141.0% | +76.6% | +166.9% |
| All | +217.6% | +139.2% | +78.5% | +166.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling