Running through all the movies leading up to Endgame, and watching Thor, Cap, then Avengers, I was confused by the Tesseract's presence.

It is first seen in Thor, which occurs in the 2000s, but it first occurred in MCU in 1940s Europe, and discovered by Stark after WWII. How does it get from SHIELD custody, to Asgard and back to SHIELD? Or is this simply a plot hole?

I have NOT seen Captain Marvel yet, so if it is better explained there, just say "you'll see in Captain Marvel"