+140.2%
MAS vs TYL
+116.1%
+24.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +3.2% |
| 7D | -0.8% | -3.7% | +2.9% | +0.5% |
| 30D | -5.6% | +18.7% | -24.3% | -11.4% |
| 3M | +4.4% | +18.1% | -13.7% | -2.5% |
| 6M | +7.2% | -1.1% | +8.3% | +5.9% |
| YTD | +16.1% | -19.8% | +35.9% | +23.2% |
| 1Y | +0.1% | -34.3% | +34.4% | +15.3% |
| 3Y | +28.3% | -8.2% | +36.5% | +26.7% |
| 5Y | +30.5% | -25.4% | +55.9% | +35.1% |
| All | +140.2% | +116.1% | +24.0% | +68.7% |
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