+234.3%
MTSI vs TENB
-25.3%
+259.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | +1.4% | -9.1% | +10.5% | +3.2% |
| 30D | +2.1% | -4.9% | +6.9% | +2.4% |
| 3M | -29.7% | +16.9% | -46.7% | -33.1% |
| 6M | +12.5% | +68.0% | -55.4% | -3.8% |
| YTD | +57.0% | +45.6% | +11.5% | +40.0% |
| 1Y | +103.9% | +12.7% | +91.2% | +102.5% |
| All | +234.3% | -25.3% | +259.6% | +269.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling