+781.3%
MSTR vs TENB
+26.2%
+755.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.9% | +0.3% | -1.9% |
| 7D | -10.7% | -10.8% | 0.0% | -6.3% |
| 30D | -21.6% | +0.9% | -22.4% | -22.4% |
| 3M | +24.4% | +14.3% | +10.1% | +14.2% |
| 6M | -35.5% | +92.2% | -127.7% | -54.6% |
| YTD | -20.3% | +78.3% | -98.6% | -42.8% |
| 1Y | -49.3% | +49.5% | -98.9% | -60.6% |
| 3Y | +137.8% | +12.2% | +125.6% | +108.0% |
| 5Y | +48.3% | -22.4% | +70.7% | +48.8% |
| All | +781.3% | +26.2% | +755.0% | +588.5% |
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