+122.9%
MS vs TENB
-24.3%
+147.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +5.1% | -3.3% | +8.3% | +5.6% |
| 30D | +5.7% | +6.9% | -1.3% | +4.2% |
| 3M | -12.2% | +1.8% | -14.0% | -13.2% |
| 6M | -0.5% | +98.1% | -98.6% | -14.8% |
| YTD | +9.8% | +73.2% | -63.4% | -4.3% |
| 1Y | +17.7% | +50.7% | -33.0% | +5.7% |
| 3Y | +176.8% | +9.3% | +167.5% | +162.6% |
| All | +122.9% | -24.3% | +147.2% | +116.6% |
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