+83.1%
MKSI vs TYL
-30.1%
+113.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.6% |
| 7D | +4.9% | -11.5% | +16.4% | +9.1% |
| 30D | -11.0% | +3.9% | -14.9% | -12.9% |
| 3M | -17.1% | +10.8% | -27.9% | -23.0% |
| 6M | +16.4% | -5.3% | +21.7% | +14.5% |
| YTD | +64.3% | -26.1% | +90.4% | +82.4% |
| 1Y | +137.7% | -38.5% | +176.3% | +195.8% |
| 3Y | +189.1% | -14.5% | +203.6% | +169.1% |
| 5Y | +83.1% | -28.9% | +112.0% | +90.8% |
| All | +83.1% | -30.1% | +113.3% | +90.8% |
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