+831.1%
MTSI vs TENB
+26.7%
+804.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -4.6% | +15.4% | +12.3% |
| 7D | -10.0% | -17.0% | +7.0% | -4.2% |
| 30D | -37.2% | +8.2% | -45.4% | -38.9% |
| 3M | -30.1% | +16.5% | -46.5% | -35.4% |
| 6M | -31.9% | +99.1% | -131.0% | -49.7% |
| YTD | +23.2% | +79.0% | -55.9% | -8.0% |
| 1Y | +26.4% | +53.9% | -27.5% | +0.3% |
| 3Y | +186.2% | +13.8% | +172.3% | +152.0% |
| 5Y | +187.0% | -24.4% | +211.4% | +174.6% |
| All | +831.1% | +26.7% | +804.3% | +481.8% |
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