+38.1%
MSI vs TYL
-8.6%
+46.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.4% |
| 7D | +7.7% | +0.5% | +7.1% | +7.7% |
| 30D | +19.9% | +25.2% | -5.3% | +19.0% |
| 3M | +14.9% | +31.8% | -16.8% | +14.1% |
| 6M | +37.2% | +36.3% | +1.0% | +36.0% |
| YTD | +40.8% | -6.3% | +47.0% | +38.1% |
| 1Y | +38.1% | -9.5% | +47.6% | +35.5% |
| All | +38.1% | -8.6% | +46.8% | +35.5% |
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