-19.6%
MSFU vs TENB
+11.6%
-31.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -3.8% |
| 7D | -5.7% | -9.1% | +3.4% | -1.6% |
| 30D | +4.2% | -4.9% | +9.0% | +5.9% |
| 3M | +27.9% | +16.9% | +11.0% | +12.4% |
| 6M | +37.1% | +68.0% | -30.9% | -1.9% |
| YTD | -7.4% | +45.6% | -52.9% | -30.8% |
| 1Y | -19.6% | +12.7% | -32.3% | -40.6% |
| All | -19.6% | +11.6% | -31.2% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling