+103.9%
MSFU vs TYL
+14.7%
+89.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.0% | +5.8% |
| 7D | +14.6% | +3.5% | +11.1% | +12.5% |
| 30D | +2.1% | +26.9% | -24.8% | -11.7% |
| 3M | +14.7% | +33.8% | -19.2% | -4.1% |
| 6M | +55.7% | +28.8% | +26.8% | +31.7% |
| YTD | +7.1% | -7.9% | +15.0% | +11.0% |
| 1Y | -0.5% | -9.8% | +9.3% | +4.1% |
| 3Y | +35.7% | +1.2% | +34.6% | +27.6% |
| All | +103.9% | +14.7% | +89.2% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling