-99.1%
MSTZ vs TENB
+2.4%
-101.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +4.4% |
| 7D | +30.8% | -3.3% | +34.0% | +28.3% |
| 30D | +41.2% | +6.9% | +34.3% | +52.8% |
| 3M | -60.9% | +1.8% | -62.7% | -58.2% |
| 6M | -15.7% | +98.1% | -113.7% | +82.5% |
| YTD | -75.2% | +73.2% | -148.4% | -46.5% |
| 1Y | -59.8% | +50.7% | -110.5% | -27.5% |
| All | -99.1% | +2.4% | -101.5% | -98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling