+1,392.2%
MAS vs TYL
+12,593.6%
-11,201.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +2.3% |
| 7D | -0.8% | -3.7% | +2.9% | -0.3% |
| 30D | -5.6% | +18.7% | -24.3% | -7.6% |
| 3M | +4.4% | +18.1% | -13.7% | +2.0% |
| 6M | +7.2% | -1.1% | +8.3% | +6.8% |
| YTD | +16.1% | -19.8% | +35.9% | +18.2% |
| 1Y | +0.1% | -34.3% | +34.4% | +4.4% |
| 3Y | +28.3% | -8.2% | +36.5% | +28.2% |
| 5Y | +30.5% | -25.4% | +55.9% | +33.0% |
| 10Y | +139.1% | +115.6% | +23.6% | +116.0% |
| All | +1,392.2% | +12,593.6% | -11,201.4% | +734.9% |
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