-99.2%
MSTZ vs TENB
-15.4%
-83.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.6% | +9.8% | +6.9% |
| 7D | -25.4% | -5.0% | -20.4% | -28.0% |
| 30D | -60.9% | -7.4% | -53.5% | -62.4% |
| 3M | -54.2% | +22.3% | -76.5% | -39.5% |
| 6M | -65.0% | +60.2% | -125.2% | -38.7% |
| YTD | -76.5% | +43.2% | -119.7% | -58.1% |
| 1Y | -23.4% | +8.2% | -31.5% | -2.2% |
| All | -99.2% | -15.4% | -83.8% | -99.0% |
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