+4,280.0%
MSI vs TYL
+14,564.8%
-10,284.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.3% |
| 7D | +4.7% | +6.7% | -2.0% | +4.0% |
| 30D | +14.8% | +26.5% | -11.8% | +12.0% |
| 3M | +8.8% | +37.3% | -28.5% | +5.2% |
| 6M | +19.3% | +31.2% | -11.9% | +15.7% |
| YTD | +35.3% | -7.4% | +42.7% | +35.2% |
| 1Y | +33.8% | -9.6% | +43.3% | +33.9% |
| 3Y | +74.4% | +1.9% | +72.5% | +72.0% |
| 5Y | +120.5% | -21.1% | +141.6% | +121.6% |
| 10Y | +685.2% | +171.8% | +513.4% | +605.2% |
| All | +4,280.0% | +14,564.8% | -10,284.9% | +2,827.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling