-24.5%
MOS vs TYL
+5.0%
-29.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +3.1% |
| 7D | +22.5% | +15.1% | +7.4% | +21.4% |
| 30D | +6.6% | +30.1% | -23.4% | +4.9% |
| 3M | -3.8% | +40.4% | -44.2% | -6.0% |
| 6M | -2.2% | +31.3% | -33.5% | -3.8% |
| YTD | -4.8% | -5.2% | +0.4% | -1.4% |
| 1Y | -11.7% | -6.6% | -5.1% | -8.3% |
| All | -24.5% | +5.0% | -29.5% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling