+5,256.1%
MS vs TYL
+8,311.2%
-3,055.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | -0.2% |
| 7D | -1.6% | +6.7% | -8.2% | -2.6% |
| 30D | -3.8% | +26.5% | -30.3% | -7.7% |
| 3M | -14.6% | +37.3% | -51.9% | -19.5% |
| 6M | -5.1% | +31.2% | -36.2% | -10.4% |
| YTD | +4.5% | -7.4% | +11.9% | +4.1% |
| 1Y | +13.5% | -9.6% | +23.1% | +13.4% |
| 3Y | +160.4% | +1.9% | +158.5% | +153.2% |
| 5Y | +112.9% | -21.1% | +134.0% | +114.0% |
| 10Y | +633.4% | +171.8% | +461.6% | +497.9% |
| All | +5,256.1% | +8,311.2% | -3,055.1% | +2,703.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling