+37.9%
MNST vs TYL
-9.6%
+47.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -4.3% |
| 7D | -3.4% | +6.7% | -10.1% | -3.7% |
| 30D | +6.6% | +26.5% | -19.9% | +5.6% |
| 3M | -2.9% | +37.3% | -40.2% | -3.8% |
| 6M | +18.4% | +31.2% | -12.7% | +17.1% |
| YTD | +19.3% | -7.4% | +26.6% | +18.8% |
| 1Y | +37.9% | -9.6% | +47.5% | +37.7% |
| All | +37.9% | -9.6% | +47.5% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling