-99.2%
MSTZ vs TENB
-14.0%
-85.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.0% |
| 7D | -29.7% | -9.1% | -20.6% | -34.2% |
| 30D | -65.3% | -4.9% | -60.4% | -65.9% |
| 3M | -57.3% | +16.9% | -74.3% | -46.0% |
| 6M | -61.6% | +68.0% | -129.6% | -29.2% |
| YTD | -78.3% | +45.6% | -123.8% | -60.8% |
| 1Y | -30.2% | +12.7% | -43.0% | -6.8% |
| All | -99.2% | -14.0% | -85.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling