+372.6%
MCO vs TYL
+100.8%
+271.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.5% |
| 7D | -7.3% | -11.5% | +4.2% | -1.7% |
| 30D | -1.7% | +3.9% | -5.6% | -3.7% |
| 3M | +3.9% | +10.8% | -6.9% | -2.0% |
| 6M | +3.8% | -5.3% | +9.1% | +5.1% |
| YTD | -7.9% | -26.1% | +18.2% | +4.2% |
| 1Y | -6.8% | -38.5% | +31.7% | +15.5% |
| 3Y | +40.9% | -14.5% | +55.4% | +44.2% |
| 5Y | +27.5% | -28.9% | +56.4% | +39.1% |
| All | +372.6% | +100.8% | +271.8% | +212.7% |
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