+207.0%
MKSI vs TENB
-9.4%
+216.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.0% | +8.1% | +4.4% |
| 7D | +2.7% | -12.1% | +14.8% | +7.6% |
| 30D | -12.8% | -18.6% | +5.8% | -6.9% |
| 3M | -22.5% | +12.1% | -34.6% | -28.4% |
| 6M | +19.4% | +46.8% | -27.4% | -3.8% |
| YTD | +67.7% | +28.0% | +39.8% | +41.2% |
| 1Y | +131.4% | -1.4% | +132.8% | +118.2% |
| 3Y | +197.3% | -33.9% | +231.3% | +226.9% |
| 5Y | +87.0% | -34.6% | +121.6% | +92.6% |
| All | +207.0% | -9.4% | +216.4% | +125.4% |
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