-88.0%
MSTU vs TENB
-24.4%
-63.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.0% | +9.6% | +8.5% |
| 7D | -16.6% | -12.1% | -4.5% | -7.4% |
| 30D | +69.7% | -18.6% | +88.3% | +98.1% |
| 3M | -7.5% | +12.1% | -19.5% | -24.6% |
| 6M | -43.1% | +46.8% | -89.9% | -68.3% |
| YTD | -63.0% | +28.0% | -91.0% | -75.4% |
| 1Y | -93.8% | -1.4% | -92.4% | -93.9% |
| All | -88.0% | -24.4% | -63.6% | -83.9% |
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