+87.3%
MSFU vs TENB
+9.7%
+77.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +2.6% |
| 7D | -4.9% | -7.0% | +2.1% | -2.2% |
| 30D | -9.1% | -0.6% | -8.5% | -9.2% |
| 3M | +8.7% | +10.9% | -2.3% | +2.1% |
| 6M | +48.3% | +95.4% | -47.1% | +6.9% |
| YTD | -1.6% | +74.5% | -76.1% | -26.2% |
| 1Y | -13.6% | +49.2% | -62.8% | -31.3% |
| 3Y | +20.2% | +9.7% | +10.5% | +6.6% |
| All | +87.3% | +9.7% | +77.6% | +68.7% |
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