+712.5%
MSTR vs TENB
+22.6%
+689.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | -13.4% | -3.3% | -10.2% | -12.2% |
| 30D | -22.1% | +6.9% | -29.0% | -24.7% |
| 3M | +15.0% | +1.8% | +13.1% | +11.3% |
| 6M | -37.3% | +98.1% | -135.4% | -56.5% |
| YTD | -26.5% | +73.2% | -99.8% | -46.6% |
| 1Y | -46.5% | +50.7% | -97.2% | -58.5% |
| 3Y | +121.1% | +9.3% | +111.7% | +95.6% |
| 5Y | +37.5% | -25.1% | +62.6% | +40.0% |
| All | +712.5% | +22.6% | +689.9% | +543.1% |
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