+27.5%
MSI vs TYL
-10.1%
+37.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.5% | +1.0% |
| 7D | +2.8% | +17.3% | -14.4% | +2.2% |
| 30D | +9.1% | +28.9% | -19.8% | +8.3% |
| 3M | +12.5% | +35.1% | -22.5% | +11.8% |
| 6M | +14.2% | +29.3% | -15.1% | +12.6% |
| YTD | +30.7% | -6.8% | +37.5% | +27.8% |
| 1Y | +27.5% | -9.9% | +37.4% | +24.6% |
| All | +27.5% | -10.1% | +37.6% | +24.6% |
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