+354.7%
MNST vs TYL
+183.6%
+171.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.8% | +1.9% |
| 7D | +1.6% | +0.8% | +0.8% | +1.4% |
| 30D | +5.1% | +21.1% | -16.1% | -0.3% |
| 3M | -0.5% | +28.9% | -29.4% | -7.4% |
| 6M | +8.1% | +42.0% | -33.9% | -2.6% |
| YTD | +21.2% | -6.6% | +27.8% | +21.5% |
| 1Y | +30.7% | -9.1% | +39.8% | +32.1% |
| 3Y | +67.3% | +1.8% | +65.5% | +58.6% |
| 5Y | +101.9% | -22.9% | +124.8% | +106.9% |
| All | +354.7% | +183.6% | +171.1% | +214.5% |
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