+145.1%
MS vs TYL
-25.2%
+170.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.3% |
| 7D | +1.4% | -3.7% | +5.1% | +2.3% |
| 30D | -0.3% | +18.7% | -19.0% | -4.7% |
| 3M | +0.3% | +18.1% | -17.8% | -4.9% |
| 6M | +31.3% | -1.1% | +32.5% | +30.7% |
| YTD | +24.7% | -19.8% | +44.5% | +31.7% |
| 1Y | +47.9% | -34.3% | +82.2% | +66.9% |
| 3Y | +178.3% | -8.2% | +186.6% | +172.5% |
| All | +145.1% | -25.2% | +170.2% | +142.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling