+1,124.1%
MSTR vs TYL
+4,314.1%
-3,189.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.7% | -11.0% | -9.8% |
| 7D | -8.7% | +15.1% | -23.8% | -12.9% |
| 30D | -21.4% | +30.1% | -51.5% | -28.1% |
| 3M | +31.4% | +40.4% | -8.9% | +17.3% |
| 6M | -30.8% | +31.3% | -62.1% | -37.7% |
| YTD | -14.9% | -5.2% | -9.7% | -15.6% |
| 1Y | -49.3% | -6.6% | -42.7% | -49.6% |
| 3Y | +184.8% | +3.4% | +181.4% | +175.0% |
| 5Y | +62.1% | -19.3% | +81.4% | +76.5% |
| 10Y | +580.0% | +178.1% | +401.8% | +431.6% |
| All | +1,124.1% | +4,314.1% | -3,189.9% | +268.1% |
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