+2,206.8%
MKSI vs TYL
+6,686.7%
-4,479.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.5% | +6.4% | +3.3% |
| 7D | +7.7% | -7.6% | +15.3% | +10.1% |
| 30D | -12.9% | +11.3% | -24.2% | -16.1% |
| 3M | -14.8% | +14.5% | -29.4% | -20.2% |
| 6M | +26.6% | -7.1% | +33.8% | +24.7% |
| YTD | +66.6% | -23.4% | +90.0% | +71.5% |
| 1Y | +144.6% | -38.6% | +183.1% | +168.5% |
| 3Y | +193.1% | -11.3% | +204.5% | +185.6% |
| 5Y | +88.6% | -28.0% | +116.6% | +96.8% |
| 10Y | +490.9% | +104.9% | +386.0% | +369.8% |
| All | +2,206.8% | +6,686.7% | -4,479.9% | +628.4% |
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