+1,252.0%
MSTR vs TYL
+3,633.6%
-2,381.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.1% |
| 7D | +12.2% | -3.7% | +15.8% | +13.5% |
| 30D | +45.2% | +18.7% | +26.4% | +37.4% |
| 3M | +10.4% | +18.1% | -7.8% | +3.7% |
| 6M | -2.5% | -1.1% | -1.4% | -3.8% |
| YTD | -6.0% | -19.8% | +13.8% | -1.2% |
| 1Y | -56.4% | -34.3% | -22.1% | -51.3% |
| 3Y | +306.3% | -8.2% | +314.5% | +309.9% |
| 5Y | +100.5% | -25.4% | +125.9% | +126.2% |
| 10Y | +741.1% | +115.6% | +625.5% | +612.6% |
| All | +1,252.0% | +3,633.6% | -2,381.7% | +331.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling