+43.5%
MAS vs TYL
-20.5%
+64.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -4.0% |
| 7D | +4.6% | +15.1% | -10.5% | -0.4% |
| 30D | +19.9% | +30.1% | -10.2% | +9.5% |
| 3M | +8.9% | +40.4% | -31.5% | -3.5% |
| 6M | +20.2% | +31.3% | -11.1% | +7.9% |
| YTD | +33.9% | -5.2% | +39.1% | +35.5% |
| 1Y | +34.7% | -6.6% | +41.3% | +37.0% |
| 3Y | +60.4% | +3.4% | +57.0% | +53.1% |
| 5Y | +43.5% | -19.3% | +62.7% | +40.8% |
| All | +43.5% | -20.5% | +64.0% | +40.8% |
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