+70.1%
MA vs TNA
+147.0%
-76.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +0.7% |
| 7D | +1.8% | -0.5% | +2.3% | +1.7% |
| 30D | +11.8% | -0.7% | +12.6% | +11.7% |
| 3M | +17.2% | -21.5% | +38.6% | +20.1% |
| 6M | +33.4% | -11.2% | +44.6% | +33.9% |
| YTD | +16.1% | +27.0% | -10.8% | +10.0% |
| 1Y | +19.9% | +28.0% | -8.1% | +13.2% |
| 3Y | +70.1% | +142.9% | -72.8% | +47.4% |
| All | +70.1% | +147.0% | -76.9% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling