-92.7%
MSTU vs TYL
-34.2%
-58.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.9% | -1.5% |
| 7D | +21.3% | -3.7% | +25.0% | +23.2% |
| 30D | +90.8% | +18.7% | +72.1% | +80.7% |
| 3M | -6.8% | +18.1% | -24.9% | -12.4% |
| 6M | -39.8% | -1.1% | -38.7% | -38.0% |
| YTD | -55.7% | -19.8% | -35.9% | -53.3% |
| 1Y | -92.7% | -34.3% | -58.3% | -92.8% |
| All | -92.7% | -34.2% | -58.5% | -92.8% |
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 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