+471.4%
MTSI vs TYL
+174.6%
+296.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.6% | +9.6% | +9.2% |
| 7D | +3.5% | +3.5% | 0.0% | +1.7% |
| 30D | -30.3% | +26.9% | -57.2% | -38.2% |
| 3M | -26.0% | +33.8% | -59.8% | -37.4% |
| 6M | -36.1% | +28.8% | -64.9% | -47.1% |
| YTD | +34.3% | -7.9% | +42.2% | +30.4% |
| 1Y | +35.3% | -9.8% | +45.0% | +32.5% |
| 3Y | +217.6% | +1.2% | +216.5% | +174.5% |
| 5Y | +210.1% | -22.8% | +232.9% | +219.7% |
| 10Y | +471.4% | +168.8% | +302.6% | +155.2% |
| All | +471.4% | +174.6% | +296.9% | +155.2% |
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 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