-87.5%
MSTU vs TENB
-15.4%
-72.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +12.9% | -1.7% | +14.6% | +14.8% |
| 30D | +68.3% | -8.3% | +76.6% | +78.2% |
| 3M | +0.4% | +26.2% | -25.8% | -25.7% |
| 6M | -41.5% | +60.2% | -101.7% | -69.2% |
| YTD | -61.7% | +43.1% | -104.8% | -76.7% |
| 1Y | -93.7% | +9.4% | -103.0% | -94.3% |
| All | -87.5% | -15.4% | -72.1% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling