+112.4%
MS vs TENB
-24.8%
+137.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.0% | +0.2% |
| 7D | -1.6% | -17.0% | +15.4% | +1.6% |
| 30D | -3.8% | +8.2% | -12.0% | -5.3% |
| 3M | -14.6% | +16.5% | -31.1% | -17.7% |
| 6M | -5.1% | +99.1% | -104.2% | -18.7% |
| YTD | +4.5% | +79.0% | -74.5% | -9.4% |
| 1Y | +13.5% | +53.9% | -40.3% | +1.6% |
| 3Y | +160.4% | +13.8% | +146.6% | +145.4% |
| All | +112.4% | -24.8% | +137.2% | +109.8% |
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