+1,682.0%
MAS vs TYL
+14,656.9%
-12,974.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.7% | +1.0% | +5.1% |
| 7D | +14.2% | +17.3% | -3.1% | +11.9% |
| 30D | +26.8% | +28.9% | -2.1% | +22.9% |
| 3M | +13.1% | +35.1% | -21.9% | +8.9% |
| 6M | +27.9% | +29.3% | -1.4% | +23.4% |
| YTD | +38.7% | -6.8% | +45.4% | +38.4% |
| 1Y | +40.4% | -9.9% | +50.3% | +40.7% |
| 3Y | +66.1% | +1.7% | +64.4% | +63.9% |
| 5Y | +47.4% | -21.6% | +69.0% | +49.2% |
| 10Y | +238.3% | +173.5% | +64.9% | +197.2% |
| All | +1,682.0% | +14,656.9% | -12,974.9% | +878.2% |
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