+1,773.7%
MKSI vs TYL
+8,174.3%
-6,400.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -35.7% |
| 6M | -31.9% | +42.0% | -73.9% | -41.2% |
| YTD | +35.3% | -6.6% | +41.9% | +29.9% |
| 1Y | +50.3% | -9.1% | +59.3% | +45.2% |
| 3Y | +216.4% | +1.8% | +214.6% | +193.2% |
| 5Y | +34.4% | -22.9% | +57.4% | +35.8% |
| 10Y | +348.6% | +182.3% | +166.3% | +222.6% |
| All | +1,773.7% | +8,174.3% | -6,400.7% | +451.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling