+596.3%
MSI vs TYL
+115.8%
+480.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +0.4% |
| 7D | -3.7% | -3.7% | 0.0% | -2.6% |
| 30D | +6.8% | +18.7% | -11.9% | +1.0% |
| 3M | +14.3% | +18.1% | -3.8% | +7.7% |
| 6M | -1.6% | -1.1% | -0.5% | -2.4% |
| YTD | +22.8% | -19.8% | +42.6% | +29.6% |
| 1Y | -1.1% | -34.3% | +33.2% | +12.1% |
| 3Y | +70.5% | -8.2% | +78.7% | +65.7% |
| 5Y | +102.8% | -25.4% | +128.2% | +108.8% |
| All | +596.3% | +115.8% | +480.5% | +371.2% |
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