+446.6%
MS vs TENB
+3.0%
+443.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +1.4% | -9.1% | +10.5% | +3.4% |
| 30D | -0.3% | -4.9% | +4.6% | +0.3% |
| 3M | +0.3% | +16.9% | -16.6% | -4.7% |
| 6M | +31.3% | +68.0% | -36.6% | +13.6% |
| YTD | +24.7% | +45.6% | -20.9% | +11.0% |
| 1Y | +47.9% | +12.7% | +35.2% | +39.6% |
| 3Y | +178.3% | -24.4% | +202.7% | +182.5% |
| 5Y | +144.9% | -26.7% | +171.6% | +136.2% |
| All | +446.6% | +3.0% | +443.5% | +289.9% |
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 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