+143.6%
MAS vs TENB
+26.7%
+116.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -0.7% |
| 7D | +2.4% | -17.0% | +19.3% | +5.9% |
| 30D | +19.8% | +8.2% | +11.6% | +17.5% |
| 3M | +9.8% | +16.5% | -6.6% | +5.2% |
| 6M | +15.8% | +99.1% | -83.3% | -2.1% |
| YTD | +31.8% | +79.0% | -47.2% | +12.6% |
| 1Y | +35.4% | +53.9% | -18.5% | +19.6% |
| 3Y | +59.2% | +13.8% | +45.4% | +48.5% |
| 5Y | +41.2% | -24.4% | +65.6% | +36.6% |
| All | +143.6% | +26.7% | +116.8% | +84.8% |
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 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