+5,285.6%
MS vs TYL
+8,507.4%
-3,221.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -6.2% |
| 7D | -3.4% | +15.1% | -18.5% | -5.7% |
| 30D | -3.9% | +30.1% | -34.0% | -8.3% |
| 3M | -15.9% | +40.4% | -56.3% | -21.0% |
| 6M | -2.5% | +31.3% | -33.8% | -8.0% |
| YTD | +5.1% | -5.2% | +10.3% | +4.2% |
| 1Y | +13.0% | -6.6% | +19.6% | +12.2% |
| 3Y | +160.7% | +3.4% | +157.3% | +152.9% |
| 5Y | +114.0% | -19.3% | +133.3% | +114.3% |
| 10Y | +637.5% | +178.1% | +459.3% | +498.9% |
| All | +5,285.6% | +8,507.4% | -3,221.8% | +2,707.9% |
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 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