+103.9%
MTSI vs TYL
-34.2%
+138.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.0% | +7.5% | +1.5% |
| 7D | +1.4% | -3.7% | +5.1% | -0.3% |
| 30D | +2.1% | +18.7% | -16.7% | +11.3% |
| 3M | -29.7% | +18.1% | -47.9% | -21.9% |
| 6M | +12.5% | -1.1% | +13.7% | +22.1% |
| YTD | +57.0% | -19.8% | +76.8% | +67.4% |
| 1Y | +103.9% | -34.3% | +138.2% | +112.3% |
| All | +103.9% | -34.2% | +138.1% | +112.3% |
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