+397.4%
MTSI vs TYL
+174.9%
+222.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +1.7% | -20.0% | -19.0% |
| 7D | -24.6% | +15.1% | -39.7% | -29.3% |
| 30D | -45.7% | +30.1% | -75.8% | -52.3% |
| 3M | -27.7% | +40.4% | -68.1% | -40.1% |
| 6M | -37.3% | +31.3% | -68.6% | -48.4% |
| YTD | +11.1% | -5.2% | +16.3% | +6.8% |
| 1Y | +27.2% | -6.6% | +33.8% | +22.9% |
| 3Y | +153.7% | +3.4% | +150.3% | +118.0% |
| 5Y | +159.0% | -19.3% | +178.2% | +160.9% |
| All | +397.4% | +174.9% | +222.4% | +120.9% |
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