+72.2%
MSFU vs TENB
-9.9%
+82.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.6% |
| 7D | -3.2% | -5.0% | +1.8% | -1.0% |
| 30D | -3.1% | -7.4% | +4.2% | -0.6% |
| 3M | +35.3% | +22.3% | +13.0% | +21.0% |
| 6M | +31.6% | +60.2% | -28.6% | +4.1% |
| YTD | -9.5% | +43.2% | -52.7% | -25.3% |
| 1Y | -18.4% | +8.2% | -26.6% | -25.3% |
| 3Y | +26.9% | -23.8% | +50.7% | +29.3% |
| All | +72.2% | -9.9% | +82.2% | +70.7% |
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