+241.7%
MNST vs TYL
+116.1%
+125.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.5% |
| 7D | -6.5% | -3.7% | -2.8% | -5.6% |
| 30D | -7.2% | +18.7% | -26.0% | -11.6% |
| 3M | -1.0% | +18.1% | -19.2% | -6.0% |
| 6M | +11.5% | -1.1% | +12.6% | +10.6% |
| YTD | +14.3% | -19.8% | +34.1% | +19.8% |
| 1Y | +38.1% | -34.3% | +72.4% | +53.9% |
| 3Y | +55.0% | -8.2% | +63.2% | +50.4% |
| 5Y | +79.6% | -25.4% | +105.0% | +83.3% |
| All | +241.7% | +116.1% | +125.6% | +150.4% |
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 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