+181.3%
MSTR vs TYL
+5.0%
+176.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.7% | -11.0% | -10.0% |
| 7D | -8.7% | +15.1% | -23.8% | -13.9% |
| 30D | -21.4% | +30.1% | -51.5% | -29.9% |
| 3M | +31.4% | +40.4% | -8.9% | +13.6% |
| 6M | -30.8% | +31.3% | -62.1% | -39.2% |
| YTD | -14.9% | -5.2% | -9.7% | -10.4% |
| 1Y | -49.3% | -6.6% | -42.7% | -46.4% |
| All | +181.3% | +5.0% | +176.3% | +237.2% |
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