-92.4%
MSTU vs TYL
-26.6%
-65.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.1% |
| 7D | -25.8% | +0.8% | -26.6% | -26.3% |
| 30D | -43.9% | +21.1% | -65.0% | -52.7% |
| 3M | +2.9% | +28.9% | -26.0% | -17.3% |
| 6M | -75.5% | +42.0% | -117.5% | -82.8% |
| YTD | -76.7% | -6.6% | -70.1% | -72.8% |
| 1Y | -88.9% | -9.1% | -79.9% | -86.8% |
| All | -92.4% | -26.6% | -65.8% | -88.0% |
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