+568.4%
MA vs TYL
+169.5%
+398.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.1% |
| 7D | +1.8% | +4.3% | -2.5% | 0.0% |
| 30D | +11.8% | +28.0% | -16.1% | +0.9% |
| 3M | +17.2% | +32.3% | -15.2% | +3.7% |
| 6M | +33.4% | +29.9% | +3.5% | +18.0% |
| YTD | +16.1% | -7.1% | +23.3% | +16.7% |
| 1Y | +19.9% | -9.2% | +29.1% | +21.6% |
| 3Y | +70.1% | +0.7% | +69.4% | +59.6% |
| 5Y | +89.6% | -21.1% | +110.7% | +94.2% |
| 10Y | +568.4% | +180.8% | +387.6% | +263.2% |
| All | +568.4% | +169.5% | +398.9% | +263.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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