+308.9%
MSTR vs TYL
-8.1%
+317.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | +0.4% |
| 7D | +12.2% | -3.7% | +15.8% | +14.0% |
| 30D | +45.2% | +18.7% | +26.4% | +34.7% |
| 3M | +10.4% | +18.1% | -7.8% | +1.2% |
| 6M | -2.5% | -1.1% | -1.4% | -2.5% |
| YTD | -6.0% | -19.8% | +13.8% | +6.5% |
| 1Y | -56.4% | -34.3% | -22.1% | -43.8% |
| All | +308.9% | -8.1% | +317.0% | +345.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling