+340.3%
MTSI vs TKO
+312.5%
+27.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.0% | -2.8% | +1.1% |
| 7D | +4.9% | +7.2% | -2.3% | +3.2% |
| 30D | -11.6% | +4.7% | -16.3% | -12.8% |
| 3M | -24.1% | -3.2% | -20.8% | -23.9% |
| 6M | +32.4% | -2.9% | +35.3% | +32.0% |
| YTD | +60.4% | -5.8% | +66.2% | +61.0% |
| 1Y | +111.0% | -1.1% | +112.0% | +108.1% |
| 3Y | +246.1% | +111.1% | +135.0% | +178.1% |
| 5Y | +340.3% | +315.6% | +24.7% | +142.3% |
| All | +340.3% | +312.5% | +27.8% | +142.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling