-45.1%
MSTR vs TYL
-8.9%
-36.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.4% |
| 7D | -11.5% | -1.6% | -9.9% | -11.3% |
| 30D | -24.8% | +22.1% | -46.9% | -28.1% |
| 3M | +20.6% | +33.4% | -12.7% | +13.9% |
| 6M | -38.0% | +36.8% | -74.8% | -41.7% |
| YTD | -24.7% | -6.7% | -18.0% | -25.2% |
| All | -45.1% | -8.9% | -36.2% | -46.9% |
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