-88.4%
MSTU vs TENB
-19.6%
-68.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.9% | -1.9% | -2.7% |
| 7D | -22.0% | -7.1% | -14.9% | -16.9% |
| 30D | +60.3% | -15.4% | +75.7% | +82.1% |
| 3M | -3.7% | +19.5% | -23.2% | -25.3% |
| 6M | -45.2% | +54.8% | -100.0% | -70.5% |
| YTD | -64.3% | +36.1% | -100.4% | -77.4% |
| 1Y | -94.0% | +7.0% | -101.0% | -94.6% |
| All | -88.4% | -19.6% | -68.8% | -85.1% |
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