-26.6%
TYL vs MSTZ
-99.3%
+72.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +0.8% |
| 7D | +0.5% | +31.0% | -30.5% | +1.5% |
| 30D | +25.2% | +34.0% | -8.8% | +26.7% |
| 3M | +31.8% | -67.7% | +99.5% | +28.6% |
| 6M | +36.3% | -14.9% | +51.2% | +39.2% |
| YTD | -6.3% | -79.1% | +72.8% | -7.1% |
| 1Y | -9.5% | -58.9% | +49.5% | -7.8% |
| All | -26.6% | -99.3% | +72.7% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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