+231.9%
MTSI vs TYL
-8.1%
+240.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.0% | +7.5% | +3.2% |
| 7D | +1.4% | -3.7% | +5.1% | +1.2% |
| 30D | +2.1% | +18.7% | -16.7% | +2.8% |
| 3M | -29.7% | +18.1% | -47.9% | -29.2% |
| 6M | +12.5% | -1.1% | +13.7% | +16.5% |
| YTD | +57.0% | -19.8% | +76.8% | +73.8% |
| 1Y | +103.9% | -34.3% | +138.2% | +145.4% |
| All | +231.9% | -8.1% | +240.0% | +238.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling