+915.0%
MTSI vs TENB
+31.4%
+883.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.7% | +5.4% | +7.8% |
| 7D | +3.5% | -8.0% | +11.5% | +6.6% |
| 30D | -30.3% | +5.0% | -35.3% | -31.5% |
| 3M | -26.0% | +20.0% | -46.0% | -32.2% |
| 6M | -36.1% | +100.0% | -136.1% | -52.8% |
| YTD | +34.3% | +85.6% | -51.3% | -0.8% |
| 1Y | +35.3% | +57.8% | -22.6% | +6.6% |
| 3Y | +217.6% | +17.6% | +200.0% | +177.0% |
| 5Y | +210.1% | -21.7% | +231.8% | +193.6% |
| All | +915.0% | +31.4% | +883.6% | +527.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling