+1,034.5%
MTSI vs TYL
+1,029.4%
+5.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.7% | -2.9% |
| 7D | -10.7% | +17.3% | -27.9% | -16.8% |
| 30D | -29.0% | +28.9% | -57.9% | -37.2% |
| 3M | -14.7% | +35.1% | -49.8% | -27.6% |
| 6M | -20.1% | +29.3% | -49.4% | -33.4% |
| YTD | +36.1% | -6.8% | +42.9% | +30.1% |
| 1Y | +61.7% | -9.9% | +71.7% | +57.1% |
| 3Y | +210.7% | +1.7% | +209.0% | +172.4% |
| 5Y | +212.8% | -21.6% | +234.4% | +212.8% |
| 10Y | +519.2% | +173.5% | +345.7% | +226.4% |
| All | +1,034.5% | +1,029.4% | +5.0% | +221.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling