+0.1%
MOS vs TENB
+3.0%
-3.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +9.5% | -9.1% | +18.6% | +11.3% |
| 30D | +10.4% | -4.9% | +15.3% | +10.7% |
| 3M | +12.9% | +16.9% | -4.1% | +7.7% |
| 6M | +1.2% | +68.0% | -66.7% | -11.2% |
| YTD | +9.3% | +45.6% | -36.2% | -1.8% |
| 1Y | -18.0% | +12.7% | -30.7% | -22.2% |
| 3Y | -29.0% | -24.4% | -4.6% | -28.4% |
| 5Y | -9.6% | -26.7% | +17.1% | -13.1% |
| All | +0.1% | +3.0% | -3.0% | -30.1% |
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