+6,288.2%
MS vs TYL
+7,180.6%
-892.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.9% |
| 7D | +1.4% | -3.7% | +5.1% | +2.0% |
| 30D | -0.3% | +18.7% | -19.0% | -3.2% |
| 3M | +0.3% | +18.1% | -17.8% | -3.2% |
| 6M | +31.3% | -1.1% | +32.5% | +30.3% |
| YTD | +24.7% | -19.8% | +44.5% | +27.6% |
| 1Y | +47.9% | -34.3% | +82.2% | +56.4% |
| 3Y | +178.3% | -8.2% | +186.6% | +176.3% |
| 5Y | +144.9% | -25.4% | +170.3% | +149.4% |
| 10Y | +804.5% | +115.6% | +689.0% | +668.5% |
| All | +6,288.2% | +7,180.6% | -892.4% | +3,338.2% |
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