+113.8%
MSTR vs TENB
-28.0%
+141.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.5% |
| 7D | +9.3% | -5.0% | +14.3% | +12.6% |
| 30D | +36.5% | -7.4% | +43.9% | +40.7% |
| 3M | +7.3% | +22.3% | -15.0% | -8.8% |
| 6M | +2.2% | +60.2% | -57.9% | -29.5% |
| YTD | -10.2% | +43.2% | -53.4% | -33.8% |
| 1Y | -58.6% | +8.2% | -66.8% | -63.3% |
| 3Y | +283.2% | -23.8% | +307.0% | +301.5% |
| 5Y | +113.8% | -26.9% | +140.6% | +128.6% |
| All | +113.8% | -28.0% | +141.8% | +128.6% |
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 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