-99.3%
MSTZ vs TENB
+5.8%
-105.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | -2.7% |
| 7D | -1.2% | -17.0% | +15.8% | -13.2% |
| 30D | +22.2% | +8.2% | +14.0% | +33.9% |
| 3M | -70.4% | +16.5% | -86.9% | -64.7% |
| 6M | -31.0% | +99.1% | -130.1% | +47.4% |
| YTD | -81.0% | +79.0% | -160.1% | -58.3% |
| 1Y | -61.2% | +53.9% | -115.0% | -29.5% |
| All | -99.3% | +5.8% | -105.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling