+671.4%
MSI vs TYL
+169.5%
+501.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +7.4% | +4.3% | +3.1% | +6.0% |
| 30D | +18.7% | +28.0% | -9.2% | +9.5% |
| 3M | +14.5% | +32.3% | -17.9% | +4.1% |
| 6M | +38.1% | +29.9% | +8.2% | +25.4% |
| YTD | +38.7% | -7.1% | +45.8% | +39.3% |
| 1Y | +35.4% | -9.2% | +44.6% | +36.9% |
| 3Y | +75.1% | +0.7% | +74.4% | +65.7% |
| 5Y | +126.4% | -21.1% | +147.4% | +130.7% |
| 10Y | +671.4% | +180.8% | +490.6% | +380.8% |
| All | +671.4% | +169.5% | +501.9% | +380.8% |
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