-34.4%
MOS vs TENB
-24.3%
-10.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -2.0% | -3.3% | +1.3% | -1.6% |
| 30D | +15.3% | +6.9% | +8.4% | +14.1% |
| 3M | +1.5% | +1.8% | -0.3% | +0.5% |
| 6M | -2.0% | +98.1% | -100.0% | -12.6% |
| YTD | -6.5% | +73.2% | -79.7% | -15.5% |
| 1Y | -11.1% | +50.7% | -61.7% | -17.6% |
| 3Y | -30.3% | +9.3% | -39.6% | -32.5% |
| All | -34.4% | -24.3% | -10.1% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling