+85.8%
MSFU vs TYL
+16.7%
+69.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.7% | -5.3% |
| 7D | -12.7% | +0.5% | -13.2% | -13.1% |
| 30D | -9.0% | +25.2% | -34.2% | -20.7% |
| 3M | +2.9% | +31.8% | -28.8% | -13.1% |
| 6M | +43.5% | +36.3% | +7.3% | +17.5% |
| YTD | -2.4% | -6.3% | +3.8% | +0.1% |
| 1Y | -13.5% | -9.5% | -4.0% | -9.7% |
| 3Y | +19.2% | +1.6% | +17.6% | +12.0% |
| All | +85.8% | +16.7% | +69.1% | +62.2% |
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 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