-91.0%
MSTU vs TYL
-27.0%
-64.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.8% | -8.1% | -7.9% |
| 7D | -21.7% | +4.3% | -26.0% | -24.4% |
| 30D | -42.8% | +28.0% | -70.7% | -54.1% |
| 3M | +21.4% | +32.3% | -10.9% | -4.5% |
| 6M | -74.1% | +29.9% | -104.0% | -80.0% |
| YTD | -72.4% | -7.1% | -65.3% | -67.6% |
| 1Y | -90.1% | -9.2% | -80.9% | -88.2% |
| All | -91.0% | -27.0% | -64.0% | -85.7% |
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