+381.4%
MS vs TENB
+29.2%
+352.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.1% |
| 7D | -1.7% | -9.3% | +7.6% | +0.3% |
| 30D | +0.9% | +5.3% | -4.4% | -0.5% |
| 3M | -10.8% | +13.5% | -24.3% | -14.4% |
| 6M | +0.9% | +101.5% | -100.6% | -16.2% |
| YTD | +9.8% | +82.4% | -72.6% | -7.8% |
| 1Y | +17.1% | +53.0% | -36.0% | +2.4% |
| 3Y | +175.7% | +14.8% | +160.9% | +154.5% |
| 5Y | +125.9% | -21.2% | +147.0% | +114.3% |
| All | +381.4% | +29.2% | +352.3% | +224.1% |
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