+61.7%
MAS vs TYL
+5.0%
+56.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -3.8% |
| 7D | +4.6% | +15.1% | -10.5% | +1.2% |
| 30D | +19.9% | +30.1% | -10.2% | +13.0% |
| 3M | +8.9% | +40.4% | -31.5% | +0.7% |
| 6M | +20.2% | +31.3% | -11.1% | +12.2% |
| YTD | +33.9% | -5.2% | +39.1% | +39.5% |
| 1Y | +34.7% | -6.6% | +41.3% | +41.1% |
| All | +61.7% | +5.0% | +56.7% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling