+97.0%
MSFU vs TYL
+18.0%
+79.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.7% | -9.1% | -8.3% |
| 7D | +1.0% | +15.1% | -14.1% | -6.9% |
| 30D | +0.6% | +30.1% | -29.5% | -14.2% |
| 3M | +16.4% | +40.4% | -24.0% | -5.3% |
| 6M | +53.0% | +31.3% | +21.7% | +28.1% |
| YTD | +3.5% | -5.2% | +8.7% | +5.5% |
| 1Y | -7.8% | -6.6% | -1.2% | -5.5% |
| 3Y | +35.6% | +3.4% | +32.2% | +26.1% |
| All | +97.0% | +18.0% | +79.0% | +71.0% |
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