+93.3%
MSFU vs TYL
+15.3%
+78.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -0.6% |
| 7D | +2.5% | +6.7% | -4.2% | -1.2% |
| 30D | -1.3% | +26.5% | -27.8% | -14.5% |
| 3M | +8.6% | +37.3% | -28.6% | -10.5% |
| 6M | +48.4% | +31.2% | +17.2% | +24.3% |
| YTD | +1.6% | -7.4% | +8.9% | +4.9% |
| 1Y | -5.8% | -9.6% | +3.8% | -1.5% |
| 3Y | +30.9% | +1.9% | +29.0% | +22.6% |
| All | +93.3% | +15.3% | +78.0% | +70.0% |
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