+7.5%
MOS vs TYL
+174.9%
-167.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.9% |
| 7D | +22.5% | +15.1% | +7.4% | +19.0% |
| 30D | +6.6% | +30.1% | -23.4% | +0.7% |
| 3M | -3.8% | +40.4% | -44.2% | -11.0% |
| 6M | -2.2% | +31.3% | -33.5% | -8.8% |
| YTD | -4.8% | -5.2% | +0.4% | -4.5% |
| 1Y | -11.7% | -6.6% | -5.1% | -11.1% |
| 3Y | -26.5% | +3.4% | -29.9% | -29.5% |
| 5Y | -32.2% | -19.3% | -12.9% | -31.9% |
| All | +7.5% | +174.9% | -167.4% | -20.0% |
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