+76.3%
MSFU vs TYL
-0.2%
+76.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.0% | -0.1% | -1.8% |
| 7D | -5.7% | -3.7% | -2.0% | -3.5% |
| 30D | +4.2% | +18.7% | -14.6% | -5.9% |
| 3M | +27.9% | +18.1% | +9.8% | +14.3% |
| 6M | +37.1% | -1.1% | +38.2% | +36.6% |
| YTD | -7.4% | -19.8% | +12.4% | +4.9% |
| 1Y | -19.6% | -34.3% | +14.7% | +2.1% |
| 3Y | +33.2% | -8.2% | +41.4% | +32.1% |
| All | +76.3% | -0.2% | +76.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling