+76.3%
MSFU vs TENB
-8.5%
+84.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -3.9% |
| 7D | -5.7% | -9.1% | +3.4% | -2.0% |
| 30D | +4.2% | -4.9% | +9.0% | +5.7% |
| 3M | +27.9% | +16.9% | +11.0% | +16.7% |
| 6M | +37.1% | +68.0% | -30.9% | +6.4% |
| YTD | -7.4% | +45.6% | -52.9% | -24.1% |
| 1Y | -19.6% | +12.7% | -32.3% | -27.7% |
| 3Y | +33.2% | -24.4% | +57.6% | +35.8% |
| All | +76.3% | -8.5% | +84.8% | +73.6% |
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 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