+458.4%
MCO vs TYL
+182.7%
+275.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | +1.4% | +4.3% | -2.9% | -0.6% |
| 30D | +10.0% | +28.0% | -17.9% | -2.6% |
| 3M | +7.0% | +32.3% | -25.3% | -7.2% |
| 6M | +13.7% | +29.9% | -16.2% | -1.5% |
| YTD | +0.6% | -7.1% | +7.8% | +1.5% |
| 1Y | +6.2% | -9.2% | +15.4% | +8.3% |
| 3Y | +51.9% | +0.7% | +51.2% | +43.7% |
| 5Y | +37.5% | -21.1% | +58.5% | +42.8% |
| All | +458.4% | +182.7% | +275.7% | +214.6% |
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