-30.2%
MSTZ vs TENB
+11.6%
-41.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.1% |
| 7D | -29.7% | -9.1% | -20.6% | -33.4% |
| 30D | -65.3% | -4.9% | -60.4% | -65.6% |
| 3M | -57.3% | +16.9% | -74.3% | -47.1% |
| 6M | -61.6% | +68.0% | -129.6% | -35.2% |
| YTD | -78.3% | +45.6% | -123.8% | -61.7% |
| 1Y | -30.2% | +12.7% | -43.0% | -20.2% |
| All | -30.2% | +11.6% | -41.8% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling