+87.3%
MSFU vs TYL
+16.1%
+71.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | -4.9% | -1.6% | -3.3% | -4.1% |
| 30D | -9.1% | +22.1% | -31.2% | -19.6% |
| 3M | +8.7% | +33.4% | -24.7% | -9.0% |
| 6M | +48.3% | +36.8% | +11.5% | +21.0% |
| YTD | -1.6% | -6.7% | +5.1% | +1.2% |
| 1Y | -13.6% | -9.2% | -4.4% | -9.9% |
| 3Y | +20.2% | +1.2% | +19.0% | +13.2% |
| All | +87.3% | +16.1% | +71.2% | +63.9% |
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