-13.6%
MSFU vs TYL
-9.8%
-3.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | -4.9% | -1.6% | -3.3% | -4.2% |
| 30D | -9.1% | +22.1% | -31.2% | -18.4% |
| 3M | +8.7% | +33.4% | -24.7% | -7.1% |
| 6M | +48.3% | +36.8% | +11.5% | +23.0% |
| YTD | -1.6% | -6.7% | +5.1% | +2.3% |
| 1Y | -13.6% | -9.2% | -4.4% | -10.9% |
| All | -13.6% | -9.8% | -3.8% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling