+373.6%
MSI vs TENB
+22.6%
+351.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +3.2% | -3.3% | +6.5% | +3.7% |
| 30D | +17.6% | +6.9% | +10.7% | +16.0% |
| 3M | +14.5% | +1.8% | +12.7% | +13.0% |
| 6M | +34.3% | +98.1% | -63.8% | +17.1% |
| YTD | +39.7% | +73.2% | -33.5% | +23.4% |
| 1Y | +40.2% | +50.7% | -10.5% | +26.9% |
| 3Y | +77.1% | +9.3% | +67.8% | +67.0% |
| 5Y | +124.0% | -25.1% | +149.2% | +117.2% |
| All | +373.6% | +22.6% | +351.0% | +266.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling