+35.0%
MKSI vs TYL
-23.0%
+58.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.8% | -2.7% |
| 7D | +12.2% | +0.8% | +11.3% | +11.9% |
| 30D | -8.0% | +21.1% | -29.2% | -13.6% |
| 3M | -29.5% | +28.9% | -58.4% | -36.0% |
| 6M | -31.9% | +42.0% | -73.9% | -42.8% |
| YTD | +35.3% | -6.6% | +41.9% | +38.6% |
| 1Y | +50.3% | -9.1% | +59.3% | +56.1% |
| 3Y | +216.4% | +1.8% | +214.6% | +185.4% |
| All | +35.0% | -23.0% | +58.0% | +39.2% |
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 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