+216.4%
MKSI vs TYL
+1.3%
+215.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.8% | -2.6% |
| 7D | +12.2% | +0.8% | +11.3% | +12.3% |
| 30D | -8.0% | +21.1% | -29.2% | -5.0% |
| 3M | -29.5% | +28.9% | -58.4% | -26.5% |
| 6M | -31.9% | +42.0% | -73.9% | -29.3% |
| YTD | +35.3% | -6.6% | +41.9% | +55.7% |
| 1Y | +50.3% | -9.1% | +59.3% | +74.5% |
| 3Y | +216.4% | +1.8% | +214.6% | +236.5% |
| All | +216.4% | +1.3% | +215.1% | +236.5% |
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