+17.0%
MA vs TNA
+23.7%
-6.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -1.0% |
| 7D | -0.5% | +7.7% | -8.2% | -0.9% |
| 30D | +7.9% | -0.7% | +8.6% | +7.9% |
| 3M | +16.8% | -25.4% | +42.1% | +18.0% |
| 6M | +31.0% | -11.8% | +42.8% | +30.7% |
| YTD | +15.0% | +23.9% | -8.9% | +8.9% |
| 1Y | +17.0% | +25.6% | -8.6% | +9.6% |
| All | +17.0% | +23.7% | -6.7% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling