+46.2%
MSTR vs TENB
-21.7%
+67.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.2% | -4.5% |
| 7D | -4.0% | -8.0% | +4.0% | +0.4% |
| 30D | -18.6% | +5.0% | -23.6% | -21.5% |
| 3M | +25.6% | +20.0% | +5.5% | +9.3% |
| 6M | -33.1% | +100.0% | -133.1% | -59.4% |
| YTD | -17.3% | +85.6% | -102.9% | -48.6% |
| 1Y | -48.1% | +57.8% | -105.9% | -64.1% |
| 3Y | +154.2% | +17.6% | +136.6% | +105.0% |
| 5Y | +46.2% | -21.7% | +67.9% | +49.1% |
| All | +46.2% | -21.7% | +67.9% | +49.1% |
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 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