-27.7%
MTSI vs TYL
+35.9%
-63.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +1.7% | -20.0% | -16.3% |
| 7D | -24.6% | +15.1% | -39.7% | -10.2% |
| 30D | -45.7% | +30.1% | -75.8% | -25.1% |
| 3M | -27.7% | +40.4% | -68.1% | +15.9% |
| All | -27.7% | +35.9% | -63.6% | +15.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling