+76.6%
MSI vs TYL
+0.5%
+76.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | +8.3% | +3.5% | +4.8% | +7.8% |
| 30D | +18.9% | +26.9% | -8.0% | +15.1% |
| 3M | +13.2% | +33.8% | -20.6% | +8.8% |
| 6M | +38.3% | +28.8% | +9.4% | +33.0% |
| YTD | +38.9% | -7.9% | +46.8% | +42.3% |
| 1Y | +36.7% | -9.8% | +46.4% | +40.7% |
| 3Y | +76.6% | +1.2% | +75.4% | +73.1% |
| All | +76.6% | +0.5% | +76.0% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling