+198.2%
MKSI vs TYL
-12.9%
+211.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.4% | +0.9% |
| 7D | +6.6% | -8.6% | +15.2% | +6.1% |
| 30D | -8.2% | +7.5% | -15.8% | -8.0% |
| 3M | -16.4% | +10.9% | -27.3% | -16.1% |
| 6M | +23.0% | -6.7% | +29.7% | +27.3% |
| YTD | +68.2% | -24.5% | +92.7% | +85.6% |
| 1Y | +148.6% | -38.6% | +187.2% | +200.6% |
| All | +198.2% | -12.9% | +211.1% | +200.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling