+35.7%
MCO vs TYL
-23.0%
+58.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.5% | +0.8% | -0.3% | +0.1% |
| 30D | +9.8% | +21.1% | -11.3% | +0.5% |
| 3M | +4.3% | +28.9% | -24.6% | -7.6% |
| 6M | +16.5% | +42.0% | -25.6% | -2.2% |
| YTD | +0.1% | -6.6% | +6.7% | +1.4% |
| 1Y | +4.4% | -9.1% | +13.5% | +7.1% |
| 3Y | +51.6% | +1.8% | +49.7% | +43.8% |
| All | +35.7% | -23.0% | +58.7% | +41.4% |
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