+118.9%
MSI vs TYL
-21.3%
+140.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.1% |
| 7D | +4.7% | +6.7% | -2.0% | +3.0% |
| 30D | +14.8% | +26.5% | -11.8% | +8.0% |
| 3M | +8.8% | +37.3% | -28.5% | 0.0% |
| 6M | +19.3% | +31.2% | -11.9% | +10.4% |
| YTD | +35.3% | -7.4% | +42.7% | +37.3% |
| 1Y | +33.8% | -9.6% | +43.3% | +36.7% |
| 3Y | +74.4% | +1.9% | +72.5% | +66.2% |
| All | +118.9% | -21.3% | +140.2% | +131.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling