-99.2%
MSTZ vs TENB
+5.4%
-104.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.9% | +11.5% | +4.7% |
| 7D | +21.1% | -10.8% | +31.9% | +12.4% |
| 30D | +40.1% | +0.9% | +39.2% | +45.5% |
| 3M | -66.1% | +14.3% | -80.4% | -60.1% |
| 6M | -20.7% | +92.2% | -112.9% | +62.8% |
| YTD | -78.6% | +78.3% | -156.9% | -53.0% |
| 1Y | -55.5% | +49.5% | -105.0% | -22.0% |
| All | -99.2% | +5.4% | -104.6% | -98.8% |
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