+233.9%
MA vs TENB
+29.2%
+204.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.3% |
| 7D | -1.8% | -9.3% | +7.5% | +0.4% |
| 30D | +11.0% | +5.3% | +5.7% | +9.0% |
| 3M | +17.9% | +13.5% | +4.4% | +12.3% |
| 6M | +33.2% | +101.5% | -68.3% | +7.5% |
| YTD | +16.5% | +82.4% | -66.0% | -4.7% |
| 1Y | +19.1% | +53.0% | -34.0% | +2.0% |
| 3Y | +70.6% | +14.8% | +55.8% | +53.7% |
| 5Y | +92.1% | -21.2% | +113.3% | +80.0% |
| All | +233.9% | +29.2% | +204.7% | +120.7% |
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