+222.1%
MAS vs TYL
+174.9%
+47.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -4.0% |
| 7D | +4.6% | +15.1% | -10.5% | -0.6% |
| 30D | +19.9% | +30.1% | -10.2% | +9.2% |
| 3M | +8.9% | +40.4% | -31.5% | -3.9% |
| 6M | +20.2% | +31.3% | -11.1% | +7.4% |
| YTD | +33.9% | -5.2% | +39.1% | +33.6% |
| 1Y | +34.7% | -6.6% | +41.3% | +35.1% |
| 3Y | +60.4% | +3.4% | +57.0% | +52.3% |
| 5Y | +43.5% | -19.3% | +62.7% | +44.5% |
| All | +222.1% | +174.9% | +47.1% | +106.5% |
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