AUGUSTA, April 8, 2014 (AFP) - And what better place and time to do it than at this week's 78th Masters, the first major tournament since the 38-year-old Swede's historic run to last year's European Tour and US PGA playoff crowns.
"That's kind of the one thing missing on my record," Stenson said Tuesday. "I'm looking at five years. I hope I can give myself a couple of chances to win one of the big ones and hopefully do so."
Stenson, the first player to win the European and US titles in the same season, is coming to Augusta National off a couple of major near misses, a second-place showing at last year's British Open and a share of third at last year's PGA Championship.
But that hasn't exactly made him the man to beat with oddsmakers, even though he could overtake injury-idled Tiger Woods for the world number one ranking this week by winning or sharing second.
"I guess the odds are just a little bit lower with the bookie, right?" Stenson said. "I saw when I had breakfast, 25-1 it said."
Was he disappointed the odds weren't better? "Massively," Stenson said.
Stenson could also become the first Swedish man to win a major title.
"I'm more concerned about winning a major than being the first Swede to do it," he said. "If one of my colleagues do it before me, it's not like I'm going to be devastated. I'm more concerned about me winning one."
Stenson, who celebrated a birthday last Saturday, makes his ninth Masters start with a best of sharing 17th in 2007 and 2008.
"It doesn't really feel that much different. It has not been too many Masters where I feel like I've played my best coming into the week," Stenson said.
"The first thing that would be the first thing for me, would be to beat my personal best. I would be happy if I have a top-10 this week.
"But ultimately if you want to win, you've got to be a little bit higher up. I had two good chances last year at the Open and the US PGA, so if I can put myself in the mix again then, sooner or later, you'll get one of these."
Stenson's strategy is simple, patience and perseverance and put himself in the hunt for the back-nine drama in Sunday's final round.
"I don't really feel like it's going to be down to knowledge or not preparing here on site, just go out there and try and play solid and keep patient for 3 1/2 days and hopefully have a chance on the back nine," Stenson said.
"If you're up on that leaderboard on Sunday afternoon, you're always in with a chance. A lot of things can happen over those last nine holes. We've seen that over the years. I'll be happy, win or lose, if I give myself an opportunity to do well."
Stenson struggled for years before a career-best campaign last season, building the inner fortitude needed to handle the ups and downs of his quest for a major title.
"I don't give up that easily. I think that's one reason why I'm sitting here today," Stenson said. "If you hang in there and work hard, you will get your rewards."
Stenson cited the example of Adam Scott, who won his first major title last year at the Masters after losing the previous British Open with four bogeys on the final four holes.
"It tends to be that you almost accumulate up to winning some of these championships," Stenson said.
"We saw that with Adam last year, and I was very happy for him to win this tournament last year, having gone through a tough time at the Open the year before that. You live and you learn, and if you come back enough times, you will get your rewards."