+332.6%
MNST vs TYL
+182.7%
+150.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -3.9% | +4.3% | -8.2% | -5.0% |
| 30D | +3.9% | +28.0% | -24.1% | -2.8% |
| 3M | -0.8% | +32.3% | -33.2% | -8.4% |
| 6M | +5.1% | +29.9% | -24.8% | -3.1% |
| YTD | +18.3% | -7.1% | +25.4% | +18.8% |
| 1Y | +29.5% | -9.2% | +38.7% | +30.9% |
| 3Y | +64.0% | +0.7% | +63.3% | +56.0% |
| 5Y | +97.2% | -21.1% | +118.2% | +100.1% |
| All | +332.6% | +182.7% | +150.0% | +198.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling