+3,874.2%
MSI vs TYL
+12,593.6%
-8,719.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.5% |
| 7D | -3.7% | -3.7% | 0.0% | -3.3% |
| 30D | +6.8% | +18.7% | -11.9% | +4.9% |
| 3M | +14.3% | +18.1% | -3.8% | +12.2% |
| 6M | -1.6% | -1.1% | -0.5% | -1.8% |
| YTD | +22.8% | -19.8% | +42.6% | +24.6% |
| 1Y | -1.1% | -34.3% | +33.2% | +2.4% |
| 3Y | +70.5% | -8.2% | +78.7% | +70.0% |
| 5Y | +102.8% | -25.4% | +128.2% | +105.3% |
| 10Y | +597.4% | +115.6% | +481.8% | +540.6% |
| All | +3,874.2% | +12,593.6% | -8,719.5% | +2,598.7% |
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 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