+92.3%
MA vs TYL
-21.3%
+113.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.3% |
| 7D | +2.3% | +6.7% | -4.4% | +0.2% |
| 30D | +14.7% | +26.5% | -11.9% | +6.0% |
| 3M | +13.5% | +37.3% | -23.8% | +1.6% |
| 6M | +33.1% | +31.2% | +2.0% | +20.3% |
| YTD | +15.1% | -7.4% | +22.4% | +16.1% |
| 1Y | +18.7% | -9.6% | +28.3% | +20.8% |
| 3Y | +72.1% | +1.9% | +70.2% | +63.4% |
| All | +92.3% | -21.3% | +113.6% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling