+154.5%
MAS vs TENB
+31.4%
+123.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.7% | +0.8% | +3.8% |
| 7D | +3.3% | -8.0% | +11.2% | +4.9% |
| 30D | +25.5% | +5.0% | +20.5% | +23.8% |
| 3M | +11.8% | +20.0% | -8.3% | +6.4% |
| 6M | +21.3% | +100.0% | -78.7% | +2.6% |
| YTD | +37.7% | +85.6% | -47.8% | +16.9% |
| 1Y | +41.0% | +57.8% | -16.8% | +24.1% |
| 3Y | +63.0% | +17.6% | +45.4% | +51.1% |
| 5Y | +44.1% | -21.7% | +65.8% | +38.5% |
| All | +154.5% | +31.4% | +123.2% | +91.9% |
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