+100.0%
MSI vs TENB
-26.8%
+126.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -4.0% | -1.7% | -2.3% | -3.8% |
| 30D | -0.5% | -8.3% | +7.8% | +0.4% |
| 3M | +11.4% | +26.2% | -14.8% | +6.7% |
| 6M | +1.0% | +60.2% | -59.2% | -7.4% |
| YTD | +20.7% | +43.1% | -22.4% | +12.1% |
| 1Y | -2.7% | +9.4% | -12.0% | -5.3% |
| 3Y | +68.2% | -23.9% | +92.1% | +70.8% |
| 5Y | +100.0% | -28.2% | +128.2% | +95.3% |
| All | +100.0% | -26.8% | +126.8% | +95.3% |
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 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