+451.3%
MTSI vs TYL
+168.7%
+282.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.3% | +13.1% | +11.8% |
| 7D | -10.0% | +6.7% | -16.6% | -12.7% |
| 30D | -37.2% | +26.5% | -63.7% | -44.2% |
| 3M | -30.1% | +37.3% | -67.3% | -41.5% |
| 6M | -31.9% | +31.2% | -63.1% | -44.2% |
| YTD | +23.2% | -7.4% | +30.5% | +19.3% |
| 1Y | +26.4% | -9.6% | +36.0% | +23.8% |
| 3Y | +186.2% | +1.9% | +184.3% | +146.4% |
| 5Y | +187.0% | -21.1% | +208.2% | +191.6% |
| All | +451.3% | +168.7% | +282.6% | +146.9% |
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