+570.4%
MSTR vs TYL
+168.7%
+401.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +1.4% |
| 7D | -1.2% | +6.7% | -7.9% | -5.9% |
| 30D | -15.9% | +26.5% | -42.5% | -30.2% |
| 3M | +33.1% | +37.3% | -4.2% | +3.5% |
| 6M | -31.0% | +31.2% | -62.1% | -46.6% |
| YTD | -15.1% | -7.4% | -7.8% | -15.4% |
| 1Y | -45.6% | -9.6% | -36.1% | -45.1% |
| 3Y | +180.5% | +1.9% | +178.6% | +148.4% |
| 5Y | +61.7% | -21.1% | +82.8% | +75.1% |
| All | +570.4% | +168.7% | +401.8% | +327.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling