+183.6%
MTSI vs TENB
-24.8%
+208.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -4.6% | +15.4% | +12.0% |
| 7D | -10.0% | -17.0% | +7.0% | -5.5% |
| 30D | -37.2% | +8.2% | -45.4% | -38.4% |
| 3M | -30.1% | +16.5% | -46.5% | -33.8% |
| 6M | -31.9% | +99.1% | -131.0% | -46.6% |
| YTD | +23.2% | +79.0% | -55.9% | -2.0% |
| 1Y | +26.4% | +53.9% | -27.5% | +6.6% |
| 3Y | +186.2% | +13.8% | +172.3% | +166.0% |
| All | +183.6% | -24.8% | +208.3% | +187.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling