+40.2%
MSI vs TYL
-8.8%
+49.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +3.2% | +0.8% | +2.4% | +3.2% |
| 30D | +17.6% | +21.1% | -3.5% | +16.8% |
| 3M | +14.5% | +28.9% | -14.4% | +13.7% |
| 6M | +34.3% | +42.0% | -7.8% | +33.8% |
| YTD | +39.7% | -6.6% | +46.3% | +37.3% |
| 1Y | +40.2% | -9.1% | +49.2% | +37.7% |
| All | +40.2% | -8.8% | +49.0% | +37.7% |
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