-65.1%
MSTZ vs TENB
+64.9%
-130.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.7% | -10.2% | -9.2% |
| 7D | +0.7% | -2.8% | +3.6% | -0.8% |
| 30D | +16.6% | +22.9% | -6.3% | +34.0% |
| 3M | -74.7% | +31.7% | -106.4% | -68.8% |
| 6M | -43.9% | +127.3% | -171.2% | +10.5% |
| YTD | -84.0% | +101.2% | -185.2% | -63.3% |
| 1Y | -65.1% | +68.7% | -133.8% | -30.7% |
| All | -65.1% | +64.9% | -130.0% | -30.7% |
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 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