-89.3%
MSTU vs TYL
-8.6%
-80.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | -27.7% | +0.5% | -28.3% | -28.0% |
| 30D | -40.3% | +25.2% | -65.4% | -46.2% |
| 3M | +26.4% | +31.8% | -5.4% | +12.9% |
| 6M | -75.7% | +36.3% | -112.0% | -78.6% |
| YTD | -71.9% | -6.3% | -65.6% | -72.3% |
| 1Y | -89.3% | -9.5% | -79.8% | -90.1% |
| All | -89.3% | -8.6% | -80.6% | -90.1% |
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 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