-45.6%
MSTR vs TYL
-9.6%
-36.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.1% |
| 7D | -1.2% | +6.7% | -7.9% | -2.4% |
| 30D | -15.9% | +26.5% | -42.5% | -20.2% |
| 3M | +33.1% | +37.3% | -4.2% | +25.2% |
| 6M | -31.0% | +31.2% | -62.1% | -34.6% |
| YTD | -15.1% | -7.4% | -7.8% | -16.5% |
| 1Y | -45.6% | -9.6% | -36.1% | -47.7% |
| All | -45.6% | -9.6% | -36.1% | -47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling