+15,692.2%
MA vs TYL
+4,119.3%
+11,572.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.2% |
| 7D | +3.2% | +15.1% | -11.9% | -2.8% |
| 30D | +15.9% | +30.1% | -14.1% | +3.7% |
| 3M | +15.2% | +40.4% | -25.2% | -0.9% |
| 6M | +32.4% | +31.3% | +1.1% | +16.2% |
| YTD | +15.6% | -5.2% | +20.8% | +14.5% |
| 1Y | +19.3% | -6.6% | +25.9% | +18.8% |
| 3Y | +73.0% | +3.4% | +69.6% | +60.7% |
| 5Y | +93.7% | -19.3% | +113.0% | +94.2% |
| 10Y | +575.0% | +178.1% | +396.8% | +281.0% |
| All | +15,692.2% | +4,119.3% | +11,572.8% | +2,198.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling