+1,397.6%
MUU vs TYL
-27.9%
+1,425.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +0.9% | +23.3% | +24.9% |
| 7D | -2.5% | +0.5% | -3.0% | -1.2% |
| 30D | -39.7% | +25.2% | -64.9% | -25.7% |
| 3M | -27.4% | +31.8% | -59.2% | -5.4% |
| 6M | -38.4% | +36.3% | -74.7% | -11.0% |
| YTD | +276.4% | -6.3% | +282.7% | +486.6% |
| 1Y | +390.7% | -9.5% | +400.2% | +675.3% |
| All | +1,397.6% | -27.9% | +1,425.6% | +2,644.8% |
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