Bottom line: Not that entertaining or funny.
It's just like Saturday Night Live, hit and miss, but with less of the firepower behind the "hit" (smaller cast and writing staff, I think - either way, it's shorter, so two unfunny skits is like 1/3rd of the show).
Personally, Rudolph was perfect on stage, but Short was a little too old school hokey for me (I like him in SNL skits, movies, etc., but on stage, he overdoes it, like he wants to make sure the senior citizens get the jokes).
There were five skits, and two musical numbers. I only thought one skit out of everything was funny (Short doing his Jiminy Glick character with Larry David, which I always really like). I had ZERO interest in Miley Cyrus's song and the second musical number: tap dancing!
I think Networks are going to have to do some serious belt tightening. Now, with streaming so pervasive, and only growing, consumers have the option to watch EXACTLY what they want. They no longer have to put up with shows, skits, or music they don't like just to get to the stuff they do like, which is exactly what "Maya and Marty" is.