-86.8%
MSTU vs TYL
-39.8%
-47.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.5% | -4.2% | -4.8% |
| 7D | +16.1% | -7.6% | +23.7% | +24.7% |
| 30D | +68.7% | +11.3% | +57.3% | +55.3% |
| 3M | -11.0% | +14.5% | -25.5% | -22.6% |
| 6M | -33.4% | -7.1% | -26.2% | -29.3% |
| YTD | -59.5% | -23.4% | -36.1% | -43.3% |
| 1Y | -93.4% | -38.6% | -54.8% | -86.8% |
| All | -86.8% | -39.8% | -47.0% | -74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling