+899.5%
MTSI vs TENB
+26.2%
+873.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -0.2% |
| 7D | -3.8% | -10.8% | +7.0% | +0.1% |
| 30D | -31.4% | +0.9% | -32.3% | -31.7% |
| 3M | -23.8% | +14.3% | -38.1% | -29.0% |
| 6M | -37.1% | +92.2% | -129.3% | -53.0% |
| YTD | +32.2% | +78.3% | -46.1% | -1.1% |
| 1Y | +26.9% | +49.5% | -22.6% | +1.9% |
| 3Y | +193.7% | +12.2% | +181.6% | +160.2% |
| 5Y | +218.0% | -22.4% | +240.4% | +200.8% |
| All | +899.5% | +26.2% | +873.2% | +525.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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