-89.8%
MSTU vs TYL
-27.2%
-62.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | +0.3% |
| 7D | -4.3% | +6.7% | -10.9% | -9.1% |
| 30D | -34.6% | +26.5% | -61.1% | -47.1% |
| 3M | +39.0% | +37.3% | +1.8% | +6.1% |
| 6M | -70.5% | +31.2% | -101.7% | -77.7% |
| YTD | -68.6% | -7.4% | -61.3% | -63.1% |
| 1Y | -88.6% | -9.6% | -79.1% | -86.4% |
| All | -89.8% | -27.2% | -62.6% | -83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling