+61.7%
MTSI vs TYL
-10.1%
+71.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.7% | +2.0% |
| 7D | -10.7% | +17.3% | -27.9% | -0.7% |
| 30D | -29.0% | +28.9% | -57.9% | -15.9% |
| 3M | -14.7% | +35.1% | -49.8% | +4.9% |
| 6M | -20.1% | +29.3% | -49.4% | +0.4% |
| YTD | +36.1% | -6.8% | +42.9% | +59.0% |
| 1Y | +61.7% | -9.9% | +71.7% | +87.2% |
| All | +61.7% | -10.1% | +71.8% | +87.2% |
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